Warm the milk in a bowl in the microwave for just about 1 minute until it is warm. Pour it into a large bowl.
Add in the sugar and salt, then stir the mixture. Allow it to sit until it is warm, but not too hot (if you have a thermometer, it should measure about 105-110 degrees in order activate the yeast). Add 1 package of instant yeast right to this milk.
Add the softened (almost melted) butter, pumpkin, pumpkin pie spice, cinnamon and vanilla. Stir this well until it is all blended together.
Gradually add in the flour,1 cup at a time. Add in the last 1/2 a cup and start to knead the dough with your hands until the last 1/2 cup of flour is incorporated in. Turn the dough out onto a floured surface and continue to knead the bread for about 7 minutes until it is smooth and elastic. Add a bit more flour as you need to during kneading. The dough should still feel sticky, but it will not stick to your hands.
Place this dough in a greased bowl and cover it. Allow the dough to rise in a warm place until it has doubled, about 30 minutes.
Split the dough into 15 balls. You may have more or less depending on the size you make the rolls.
Place in a greased 9x13 pan. Cover and rise in a warm place for 15-20 minutes.
Bake at 375 for 18-20 minutes or until lightly browned.