Prepare the cinnamon rolls:
Place the warm milk, eggs, melted butter, pumpkin, flour, salt, sugar, & packet of rapid rise yeast in your bread machine, in the order your bread manufacturer recommends – which is usually liquids first, then spices, then flour, and making a well inside the flour for the yeast. Set your bread machine to the ‘dough’ cycle.
If you don’t have a bread machine, dissolve the yeast in the warm milk in a large bowl. Mix in the pumpkin, sugar, margarine, salt, and eggs. Add flour and mix well. Knead the dough into a large ball, using your hands dusted lightly with flour. Put in a bowl, cover and let rise in a warm place about 1 hour, or until doubled in size.
Once your dough is ready, place it on a lightly floured surface. Cover, & let rest about 10 minutes.
Combine 1 cup of packed brown sugar with 2.5 tablespoons of cinnamon; set aside. Roll out the dough into a large rectangle. Spread the softened butter over the rolled out dough; then sprinkle with brown sugar/cinnamon mixture. Roll up tightly, & slice into 1" rolls.
Divide 1 stick of melted butter between your baking dishes. Place the cinnamon rolls inside. Bake in an oven preheated to 400 degrees for 15 minutes. Remove, & cool slightly on a wire rack (do not cool all the way)
For the frosting:
Beat the cream cheese, butter, confectioners sugar, & vanilla extract together until creamy. Set aside.
For the glaze:
Combine the brown sugar with the butter in a small saucepan. Stir over low heat until the sugar dissolves. Increase heat, and bring to a boil. Mix in the heavy cream, then the chopped pecans. Remove from the heat.
Assemble the pumpkin cinnamon rolls:
Frost the cinnamon rolls with the cream cheese frosting. Pour on the caramel pecan glaze.