• Preparing the Butter: Chop ½ cup unsalted butter (1 stick) into small pieces. Set it aside to soften slightly while you make the tangzhong and assemble the remaining ingredients. It should become pliable but not warm or melty.
• Make the Tangzhong Paste: Whisk ⅓ cup milk and 2 tablespoons all-purpose unbleached flour in a microwave-safe container until smooth. Microwave on High for 20 seconds; whisk well, then microwave for 10 seconds more. The mixture should resemble thick gravy and will continue to thicken as it cools. A few small lumps are fine, but start over if it becomes as stiff as play dough.
• Add the Pumpkin: Stir ¼ cup pumpkin puree into the tangzhong to cool it quickly. Transfer the mixture to the bread-machine pan.
• Mixing the Dough: Add 2 large eggs, 2 tablespoons granulated sugar, ¾ teaspoon table or sea salt, 2 cups all-purpose unbleached flour, and 1¾ teaspoons instant yeast to the bread maker pan.
• Start the DOUGH Cycle: Let the machine mix and knead for 2 minutes. Use a small spatula to push down any flour clinging to the corners of the pan.
• Add the Butter: With the machine running, quickly squish the pliable butter through your fingers into the dough about 2 tablespoons at a time. Allow each addition to begin blending into the dough before adding more. Use a small spatula if necessary to guide the butter toward the paddles. Don't answer the phone while you do this. You don't want the butter to get too warm.
• Check the Dough: Near the end of kneading, the dough should hold its shape and pull away somewhat from the sides of the pan, although it will remain soft and sticky. It may leave dough beneath the paddles and will not clean the pan like ordinary bread dough. Add flour only if the dough remains batter-like and does not pull away from the sides at all.
• Let the Dough Rise: When kneading ends, leave the dough in the machine until doubled. If your kitchen is warm, remove the bread-machine pan, cover it, and let the dough rise on the counter so the machine’s residual heat does not cause the butter to leak.
• Chill the Dough: Transfer the dough to a large greased bowl and cover. Refrigerate for at least 4 hours or up to 24 hours. Do not skip this step; cold dough is much easier to shape.

Shaping the Dough

• Make the Filling: Combine ⅓ cup powdered sugar and 1½ teaspoons pumpkin pie spice in a small bowl.
• Prepare to Shape: Review the shaping photos before beginning. Transfer the chilled dough to a lightly floured surface and work quickly so it remains firm.
• Roll and Fill: Roll the dough into a 12 × 18-inch rectangle. Brush the surface with 1 tablespoon water, heavy cream, or milk. Sprinkle the entire cinnamon-sugar mixture evenly over the dough.
• Form a Log: Starting from a long side, roll up the dough without stretching it, keeping the roll tight enough to eliminate gaps. Pinch the seam and ends closed.
• Chill Briefly: For easier cutting, wrap the log in the silicone mat and place it in the freezer for 10–15 minutes. Do not allow it to freeze solid.
• Prepare the Pan: Line the bottom of an 8½ × 4½-inch loaf pan or 9 × 4-inch Pullman pan with parchment unless the pan has a reliable nonstick coating.
• Cut and Twist: Cut the log in half lengthwise with a pizza cutter or large knife. Arrange the two halves parallel to each other with the cut sides facing up. Cross the halves over each other to form a twist, keeping the cut sides facing up as much as possible.
• Transfer to the pan: Place the twist in the prepared pan and tuck the ends underneath. Press gently with your fingertips to distribute the dough evenly.
• Let the dough rise: Cover and let rise until the dough reaches the top edge of the pan. Depending on the room temperature, this may take 1½–3 hours.

Bake

• Preheat the Oven: Near the end of the final rise, preheat a conventional oven to 425°F (220°C).
• Add the topping: Brush the risen loaf with 1 tablespoon heavy cream or milk and sprinkle with 1 tablespoon coarse sparkling sugar.
• Bake: Place the loaf in the oven and immediately reduce the temperature to 375°F (190°C). Bake for 30–35 minutes, or until the center reaches 190–195°F (88–91°C). Loosely cover the top with foil if it browns too quickly.
• Cool: Remove the bread from the pan within 5 minutes, before the sugar topping hardens against the sides. Transfer it to a wire rack and cool for at least 1 hour before slicing.