Wash the pumpkin thoroughly, remove the skin, and cut it into small pieces.
Cook the pumpkin using a steamer or microwave.
Mash the cooked pumpkin and mix with sugar, salt, and milk.
In a bowl, add bread flour, instant dry yeast, salt, sugar, milk, and butter, and knead into a dough.
Let the dough rise for the first proof.
Divide the risen dough into portions, shape them into balls, and flatten.
Place the pumpkin mousse in the center, add cream cheese, and wrap with the dough.
Place the shaped bread on a baking sheet and let it rise for the second time.
Bake in a preheated oven at 180°C (356°F) for 20 minutes.