Combine 1-1/2 cups flour, sugar, undissolved yeast and salt in a large mixer bowl. Heat milk and butter until very warm (120° to 130°F); stir into flour mixture. Beat 2 minutes at medium speed of electric mixer, scraping bowl occasionally. Stir in pumpkin, eggs and 1 cup flour. Beat 2 minutes at high speed. Stir in nuts, pumpkin pie spice and enough remaining flour to make soft dough. Knead on lightly floured surface until smooth and elastic, about 8 to 10 minutes. Cover; let rest 10 minutes.
Reserve a plum-size piece of dough. Divide remaining dough into 4 equal pieces; roll each piece to 7-inch log. Place side-by-side on greased baking sheet. Pinch ends together to shape into pumpkin. Cut reserved dough into two equal pieces, roll to 4-inch ropes braid, twist together and connect to pumpkin like a stem.
Cover; let rise until doubled in size, about 1 hour. Brush with egg white mixed with 1 tablespoon water.
Bake at 350°F for 25 to 30 minutes or until done. Remove from pan and cool on wire rack.