Heat milk to 110ºF-115ºF
Combine flour, instant yeast, sugar, and milk in the bowl of your stand mixer with the dough hook attached and mix for one minute
Add in salt and oil
Add in a ¼ cup more flour if the dough is not sticking to the bowl because of the butter. If the dough is still not sticking to the bowl, add in 1-2 Tablespoons of water.
Mix for 5 minutes on speed 2
After 5 minutes, take a piece of dough and stretch it between your fingers. If you can make a very thin "window" that does not tear then you have developed enough gluten and you can shape your dough.
If the window tears, then mix for 2 more minutes.
Knead the dough on a lightly floured surface for 4-5 turns until you can form a smooth ball
Coat a large bowl in a little olive oil
Place the dough top side down into the bowl to get the top of the dough covered in oil then flip it over. Cover with a cloth and place in a warm area for 25 minutes to rise until the dough doubles in size (about 25 minutes) *see notes*
Preheat your oven to 375ºF
Divide your dough into two loaves and pull the edges all to the center to form a ball with a smooth top
Cut 4 pieces of bakers twine into 20" long pieces and arrange in a criss-cross pattern on top of a baking sheet lined with parchment paper.
Place the first bread loaf on top.
Egg wash the dough lightly so the loaf browns evenly. If you don't want to use egg you can also use milk for similar results.
Tie each string around the loaf loosely to allow room for the bread to rise and expand. Cut off the long pieces of string.
Use a razorblade to cut some wheat-shaped slashes into the sides of each section of the pumpkin. Not only does this look nice but it allows the bread to expande without ripping and tearing.
Bake your loaves for about 25-30 minutes or until golden brown. You can also use a thermometer to check the center of your bread. If the temperature reads 190º - 200º your bread is done.
Once your pumpkin shaped bread is done you can use a cinnamon stick or candy apple stick in the center as the pumpin stem.