Heat milk on stove just to boiling point.
Remove from stove and add shortening, sugar and salt. Let cool until just warm. (About 10 minutes.)
In a small bowl add yeast to the 1/2 cup of warm water and mix to dissolve.
In a large mixing bowl add 1 cup of the flour, the cooled milk mixture, the yeast, and the egg. Mix well with a spoon.
Add the other 1 1/2 cups flour, mix and turn out onto a floured surface. Knead about 10 times until dough is not sticky, can add more flour if needed.
Grease a large bowl or crock. Add dough and turn once so both sides will be oiled. Let rise for about 1 1/2 hours in a warm place. (I just cover it with a dish towel on the counter.)
After dough has doubled, punch down, remove it from the bowl and roll out to a rectangle about 17 inches by 9 inches. Spread softened butter over the dough. Then spread pumpkin and sprinkle with brown sugar and cinnamon. Add nuts. Roll the dough up lengthwise. Cut in slices.
Place in greased 9 x 13 baking dish. Cover with dish towel and let rise till doubled. Bake in preheated 375-degree oven 25-35 minutes. Makes 12 large rolls.