Bake the pumpkin until tender, then puree until smooth (or use pre-made, additive-free pumpkin puree). In a saucepan, melt the butter, add the puree, sugar, and cinnamon. Cook, stirring constantly, for 4-5 minutes, or until a thick cream forms.
Steam the bao buns: place them in a steamer lined with parchment paper and steam over boiling water for 5-6 minutes. Do not lift the lid of the steamer during cooking, otherwise the dough may collapse.
Carefully open the bao buns and spoon a portion of pumpkin spice cream into each. The filling should be warm but not too hot to prevent the dough from becoming soggy.
Serve warm or at room temperature. Tip: enhance the autumnal flavor with a little grated nutmeg or ginger.
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