Warm up the milk in a heatproof bowl in the microwave (20-30 seconds).
In a stand mixer, combine warm milk, instant dry yeast, and granulated sugar. Mix on low.
Add melted butter, vanilla extract, eggs, and pumpkin pie spice. Mix on low.
Gradually add flour and salt while continuing to mix on low for 5 minutes.
Oil a large bowl and let the dough rise in the oven for 1 hour until it doubles in size.