In a large bowl mix together warm milk and 1-2 tsp sugar. Sprinkle with yeast and gently mix in. Allow to stand for 3-5 minutes, until starts to foam.
Add butter, brown sugar, pumpkin, eggs, salt and rye flour. Using paddle attachment mix for 3 minutes on medium speed.
Switch to dough hook, turn mixer on low and slowly add AP flour 1 cup at a time, when you hit 3 cups, continue to knead dough for 2 minutes, if dough is still to wet/really sticky add a couple tablespoons of flour at a time until dough is only slightly sticky and pulling away from sides of bowl. At that time, continue to knead dough another 2-3 minutes.
Dump dough into a buttered, sprayed or oiled bowl. Cover with plastic wrap or a clean lint free dish towel, such as a tea towel. Place in warm area to rise. Once doubled in size, about an hour, punch down and shape into golf ball or little larger size balls. Place onto sprayed jelly roll pan, cover with tea towel, and let rise again, until doubled in size.
Then bake at 375 for 20 minutes a little less if you like a doughy roll, a little more if you like a thicker crust.
You may brush the tops with melted butter for a softer crust when they come out of the oven.