Wash the whole pumpkin thoroughly and remove the seeds, then cut it into appropriate sizes.
Place the cut pumpkin pieces in a steamer and steam them until soft.
Mash the steamed pumpkin with the skin on.
Add flour, sugar, salt, milk, and yeast to the mashed pumpkin and knead into a dough.
Knead the dough until smooth, cover, and let it rise for the first proofing.
Shape the dough into rounds and arrange them evenly on a baking pan.
Cover with a damp kitchen towel and let it rise for the second proofing.
Bake in a preheated oven at 180°C (356°F) for 20 minutes.