In the bowl of your stand mixer combine the flour, brown sugar, yeast and salt. Stir in the pumpkin, milk and egg just until everything is combined then switch to your dough hook and knead for 5 minutes on a low speed. Cover and let rise in a warm place until doubled in size. (you may also refrigerate the dough for up to 2 days)
Grease a 8x4 or 9x5 loaf pan and set aside. Turn dough out onto a lightly floured OR greased work surface. Roll dough into a 16x12 inch rectangle with the long side facing you. For the filling combine the brown sugar and the cinnamon in a small bowl. Spread the melted butter over the dough then sprinkle with the brown sugar and cinnamon mixture. Cut dough rectangle vertically into four 12x4 inch strips. Stack the strips then cut five or six 4x2 pieces leaving everything in stacks. Place in prepared pan cut side up. Cover and let rise until almost double. (I let mine rise to the top of the pan then bake) Bake at 350 degrees for 30 minutes or until golden. Cool loaf 10 minutes before removing from pan. Let cool completely before frosting.
To make the frosting combine the cream cheese, powdered sugar, pumpkin pie spice and milk in a small bowl. Spread over cooled bread. Top with pecans if desired.
*Store leftovers wrapped in foil for up to 2 days.