In a small bowl, dissolve the yeast in a little lukewarm milk with one teaspoon of sugar. Let it proof for about 5-10 minutes.
In a large bowl, combine the flour, sugar, salt, and cinnamon. Add the egg, melted butter, pumpkin puree, and the proofed yeast mixture.
Gradually add the remaining lukewarm milk and start kneading until the dough is elastic and smooth. Cover with a clean kitchen towel and let it rise for 45 minutes.
Roll out the risen dough to about 1/4 inch (0.5 cm) thickness. Cut into long strips and wrap around a chimney cake baking cone (or a paper towel roll covered in aluminum foil).
Brush the wrapped dough lightly with melted butter, then roll it in cinnamon sugar.
Preheat the oven to 392°F (200°C). Bake the chimney cakes for about 12-15 minutes, until golden brown, rotating them frequently, without convection (fan).
As soon as you remove them from the oven, brush them with a little extra pumpkin puree for a deeper flavor and an even creamier texture.
Dust with powdered sugar and a sprinkle of extra cinnamon. Serve warm.
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