In a large bowl, combine warm milk, granulated sugar, and yeast. Let it sit until the yeast blooms, about 5 minutes.
Add pumpkin puree, melted butter, egg, and vanilla. Whisk until combined.
Using a stand mixer with a dough hook attachment, gradually add flour and salt to the wet ingredients. Knead until dough is smooth and elastic.
Transfer dough to a lightly oiled bowl, cover with plastic wrap and a tea towel, and let it rise until doubled in size, about 1-1.5 hours.
Make the cinnamon cream cheese frosting by combining cream cheese, vanilla, cinnamon, and salt in a stand mixer bowl. Gradually add powdered sugar until fluffy.
Roll out the risen dough on a floured surface into a rectangle.
Spread softened butter over the dough and sprinkle with the filling mixture.
Roll up the dough tightly and slice into rolls.
Place rolls in a buttered or parchment-lined baking dish. If making ahead, refrigerate for up to 12 hours.
Let rolls rise at room temperature for 30 minutes if baking immediately.
Preheat oven to 350°F and bake rolls for 18-22 minutes until set.
Allow rolls to cool for 10 minutes before frosting and serving.