Preparation: Place a cookie sheet on your baking pan. Blend cinnamon sugar ingredients.
Put all dough ingredients in the bread machine and select dough cycle. Push start.
During the first fermentation, let's start make the filling! Peel the pumpkin, cut into a small pieces, then microwave until cooked. Add sugar and butter. Mash cooked pumpkin and mix well. When it's cool, add heavy cream and combine well. (Adjust taste and texture if needed.)
When your dough's first fermentation is done, punch it down! Then roll it into rectangle shape with a rolling pin on the parchment paper. Sprinkle with the cinnamon sugar.
Spread over the pumpkin filling evenly. Roll up dough and cut into 8 rolls.
Place cinnamon rolls on a baking pan. Cover loosely with clean well-wrung cloth. Let rise (second fermentation) in warm place until double in size. (about 30 to 60 minutes.) Preheat oven to 360F.
Bake for about 15 to 20 minutes. While baking, mix the icing ingredients well, and when cinnamon rolls are baked, dribble the frosting on the warm rolls!