Warm the milk in the microwave for 45 seconds to 1 minute, or on the stove, until it’s about 105-110°F. Mix the yeast, 1 teaspoon of sugar, and the warm milk. Let it sit for 10 minutes until it’s foamy.
In a stand mixer with the whisk attachment, combine the flour, pumpkin pie spice, 1 ½ tablespoons of sugar, and salt.
Add the whisked egg, egg yolk, butter, pumpkin puree, and vanilla. Mix to combine.
Add the milk and yeast mixture. Mix until everything is blended. Switch to a dough hook and knead on medium speed for about 5 minutes until the dough is smooth and slightly sticky.
Form the dough into a ball and place it in a large greased bowl. Cover with plastic wrap and let it rise in a warm place for 1 ½ to 2 hours, until it doubles in size.