Add the milk and yeast to the bowl of a stand mixer fitted with the dough hook attachment. Allow it to sit for 5 minutes, or until it is foamy on top.
Next, add the eggs, pumpkin puree, and vanilla extract. Whisk to combine.
In a small bowl, whisk together the flour and granulated sugar.
With the mixer on low, slowly add the dry ingredients to the wet ingredients.
Once all of the flour has been incorporated, continue mixing for 1-2 minutes, or until the dough starts to form into a ball.
With the mixer on low, add the butter 1 tablespoon at a time, allowing each piece to incorporate fully before adding the next one.
Once all of the butter has been added, knead the dough for 1-2 minutes or until a smooth ball forms.
Transfer the dough to a lightly oiled bowl and place it in the fridge overnight (at least 12 hours).
Once the dough has rested, remove it from the fridge and allow it to come to room temperature-- about 1 hour. Then, continue with the filling below.