To make the dough, combine the milk and butter and warm through in a pot set over low heat. Keep stirring it around until the butter has just melted through and the milk is warm to the touch. Set aside.

In the bowl of a stand mixer, fitted with the paddle attachment, beat together the pumpkin, brown sugar, pumpkin spice and salt. Add the egg, milk and butter mixture, and yeast and mix until well combined. Use a rubber spatula to scrape the sides and bottom of the bowl. Switch to the dough hook attachment and add in the flour, beat until the dough comes together and comes off the sides of the bowl. If the dough is too sticky, add a bit of flour a small amount at a time. Knead on moderate speed for 5 to 7 minutes, until soft. Transfer to an oiled bowl, cover loosely with plastic wrap and place in a warm spot until doubled in size, about 1 hour and 30 minutes.

In the meantime, to make the caramel, combine the brown sugar, butter and cream in a medium pot and bring to a boil. Make sure to stir it every once in a while to make sure it doesn't burn. Once the sugar has dissolved and the caramel has thickened, remove from the heat and stir in the vanilla and salt. Set aside to cool slightly.

Punch the dough down and then transfer to a lightly floured work surface. Cut into 30 to 32 even pieces and roll each piece into a ball.

Pour half of the caramel into the bottom of a large 10-inch loaf pan (or small tube pan). Sprinkle with half of the pecans. Pour the melted butter, from the coating, into a shall dish. Then combine the sugar and cinnamon in a separate shallow dish. Dip half of the dough balls into the butter and then roll around in the cinnamon sugar. Place in the pan, over the caramel, in a single layer. Then pour the remaining caramel over the top and sprinkle with the remaining pecans. Then dip the remaining dough balls in the butter and sugar and place on top of the caramel layer once more. Cover the pan loosely with plastic wrap and place in a warm spot to double in size, about 45 minutes.

Preheat oven to 350 degrees F. Bake until the loaf has risen, is golden brown and the center has set, about 30 to 40 minutes.

Remove from the oven and let cool in the pan for about 10 minutes. While it's still warm, invert the monkey bread onto a large platter or baking sheet.

In a small bowl, whisk together the cream cheese, butter, powdered sugar, vanilla, salt and enough milk to cream a smooth pourable glaze. Drizzle the glaze on top of the loaf and serve immediately. Enjoy!