In a bowl, add the warmed milk, pumpkin puree, granulated sugar and yeast. Give it a stir and let the yeast activate.

To a stand mixer bowl fitted with a dough hook attachment, add the flour, egg, salt, and oil.

Add the activated yeast mixture and knead until the dough becomes smooth and shiny, about 5-8 minutes.

Transfer the dough to a lightly greased bowl and cover with a tea towel.

Let the dough rise in a warm location until doubled in size, about 1-1.5 hours, depending on how warm it is.

Roll each portion into a long log or rope.

Tie the dough into a loose knot, and bring the tail ends over and under (respectively) the dough, sealing the seams together in the centre.

Place the dough onto a large baking sheet lined with parchment paper.

Press down and flatten the centre of the dough with a spoon (or your fingers).

Add cheese, pieces of bacon and about 1 tablespoon of corn onto the centre of the dough and gently flatten.

Repeat with the remainder.

Cover and let it rise in a warm location, until slightly puffy.

Remove from oven and transfer to a wire rack to cool.

Garnish with green onions/scallions if you like.