Dissolve the water and yeast in a medium bowl. Let rest in a warm spot until frothy and foamy, about 10 minutes.

Warm the milk, butter and sugar in a small saucepan until the sugar has dissolves. Set aside to slightly cool. In a large bowl, stir together the milk mixture, salt, pumpkin purée, eggs and water/yeast mixture until evenly combined. Add the pumpkin pie spice and half of the flour in batches, mixing until well incorporated. Add as much of the remaining flour as needed to form a smooth and somewhat sticky dough. It should pull away from the sides of the bowl while mixing. Knead on high for about 8 to 10 minutes to create a soft dough. Transfer to a well oiled bowl, cover loosely with plastic wrap and a damp kitchen towel. Set in warm spot and allow the dough to rest until doubled in size, about 2 hours.

To make the filling, in a small bowl, stir together the sugar and cinnamon. Punch the dough down and transfer to a lightly floured work surface. Cut in half and then roll out each half into a large rectangle, about 1/4 of an inch thick. Brush with half of the melted butter and sprinkle with half of the sugar mixture. Roll into a tight log, lengthwise. Cut into 12 even pieces and place in a well oiled muffin tin. Repeat with the second half of dough. Cover both muffin tins with plastic wrap and let rest in a warm spot until doubled in size, about 1 hour.

Meanwhile, preheat oven to 350 degrees F. Bake the sugar buns until golden brown and puffed up, about 20 to 25 minutes. Make sure your oven racks are spaced far enough apart because the sugar buns tend to rise high during baking. Remove from oven and allow to cool completely on wire racks.

Meanwhile, make the coating by mixing together the sugar and cinnamon. Brush or dip the cooled buns in melted butter and then roll around in cinnamon sugar. Serve immediately or cover tightly with plastic wrap. Will keep at room temperature for up to 2 days. You can also, freeze the baked buns and then thaw and roll around in butter and sugar when you're ready to serve and eat.