Heat milk over medium heat until almost boiling. Pour into large mixing bowl; add butter and stir to melt.
Add pumpkin, sugars and salt to the milk and combine well.
In a small bowl, combine warm water, yeast and 1 tsp. sugar. Allow to sit until it becomes foamy, then add to pumpkin mixture. Add egg and mix well.
Add flour gradually and mix with wooden spoon until well combined. (The dough will be sticky.)
Turn dough out onto floured surface and knead by hand for a minute or two. Form into a ball, place into greased bowl and cover with a cloth. Let it rise in a warm place until it doubles in size, about one hour.
Punch the dough down and knead a few seconds to remove air bubbles. Cut dough in half. Cut each half into 15 pieces.
Roll each piece into a ball; flatten slightly with your hand. Using a knife, cut around the edge to mimic flower petals. Leave the center uncut. Poke a hole into center of each. Repeat for all 30 pieces.
Place rolls two inches apart on a greased baking sheet. Let them rise until double; about 45 minutes or so.
Preheat oven to 350 F.
Mix egg and 2 T. water together and brush over rolls. Bake for 14 minutes or until slightly golden.
Remove from oven and brush rolls with melted butter. Insert pecan slices into indentation in center of the roll.