Wash the kabocha pumpkin thoroughly, remove the skin and seeds, then boil and mash it.
Mix flour, sugar, salt, and yeast in a bowl.
Add the mashed kabocha pumpkin, milk, and butter, and knead the dough.
Cover the dough with plastic wrap and let it rise in a warm place for 1 hour (first proofing).
Divide the dough into 4–5 portions and shape into balls.
Place the dough balls on a baking tray and let them rise for another 30 minutes (second proofing).
Bake in a preheated oven at 180°C (356°F) for 20 minutes.