Add yeast to 1/2 cup warm water and let stand for 10 minutes.
In a large measuring cup or medium-sized saucepan, heat milk and butter to 135°F. (1 1/2 minutes in a microwave or 4 minutes in a saucepan). Pour this liquid into a bowl, adding sugar, salt, canned pumpkin, cinnamon, cloves, ginger, nutmeg and grated orange peel. Let this mixture cool to lukewarm. Add beaten egg.
Add 2 cups Best for Bread flour and mix thoroughly (you may use a mixer). Fold in yeast and unbleached flour to make a soft dough. Knead until smooth and satiny, 10 minutes by hand, or 4 minutes in an electric mixer or food processor fitted with dough hook. Place in greased bowl, turning coat thoroughly. Cover with a damp towel and allow to rise in a warm, draft-free place until doubled, about 1 hour.
Combine sugar and cinnamon to make filling.
Knead down dough. Turn onto a lightly floured surface, divided into 2 equal portions, and let rest for 10 minutes. Grease two, 9 X 5 X 3-inch loaf pans.
Roll out half the dough into a rectangle 15 X 7 inches and sprinkle half with the filing. Roll up, starting at the smaller edge. Seal the edge and place the seam on the bottom of your loaf pan; tuck in ends. Repeat with rest of dough. Cover with a damp towel and allow to rise in a warm, draft-free place until just above the edge of the pan.
Preheat oven to 350°F. Bake 30 to 35 minutes, until golden brown. Allow to cool.
Combine confectioners sugar with milk and drizzle loaves with icing.