Preheat oven to 325 degrees. Grease and flour two 8 x 4 x 3 inch loaf pans. In a medium mixing bowl combine cream cheese, sugar, flour, egg and vanilla; beat until smooth and creamy, set aside.
In another medium bowl, combine the pumpkin puree, canola oil, eggs and sugar; beat well. Stir the pumpkin mixture into the flour mixture just until it is combined. Fold in nuts.
Pour half of the pumpkin batter evenly into the two prepared loaf pans. Spoon cream cheese mixture on top of the pumpkin batter layer. Pour the remaining pumpkin batter over the top of the cream cheese layer. If you don't have enough that is o.k. because you will take a knife and swirl the two layers together creating a marble effect.
Bake for 55-60 minutes or until a toothpick inserted in the center comes out clean. Cool in the pan for 10 minutes; remove to a rack to cool completely. While waiting for the bread to cool mix the cinnamon glaze; Combine the powdered sugar and half and half, blending well; then add cinnamon and mix until smooth and creamy. Drizzle over the completely cooled loaves and then sprinkle with nuts.