In the bowl of your electric mixer, stir together 2 cups of the flour, sugar and yeast.
Place the milk and butter in a small saucepan and heat over low heat just until the butter melts. Remove from the stovetop and let sit for 2 to 3 minutes, then stir in the water and vanilla extract. With the dough hook attached to your mixer, stir in the milk and butter mixture until combined. Add the salt and the pumpkin puree, beating well after each addition. Beat in the spices. The dough will be very sticky! Add the remaining 1 cup flour gradually, beating for another 2 to 3 minutes until the dough comes together again. It should still be very sticky. Place it in a well oiled bowl and cover with a towel. Let it rise in a warm place for 1 hour.
After one hour, punch the dough down and turn it out on a floured surface. Roll it into a large rectangle, about 12×20 inches if possible. Add the filling: whisk together the melted butter and pumpkin. Brush the dough with the melted butter pumpkin mixture, cover with the sugar and cinnamon. Use a pizza cutter to slice the dough into 5 strips from top to bottom – lengthwise. Stack the 5 strips together, then cut them into 6 sets of squares.
Brush a 9×5 loaf pan liberally with melted butter. Place the dough, cut side down, into the loaf pan, pressing it together. Cover with plastic wrap and let rise in a warm place again for 45 minutes.
Preheat the oven to 350 degrees F. Place the pan in the oven and bake the bread for 35 to 40 minutes, until the top is golden brown and set. Remove and let cool for 10 minutes, then gently turn the bread out onto a flat surface. Cover with the bourbon icing and pecans and serve immediately!