Combine milk, yeast, sugar and salt in a large bowl. Let proof for 5 minutes. Beat in egg.
Add in pumpkin puree and shortening until combined.
Add 1 ½ cups flour and stir to combine. Add more flour ½ cup at a time until dough sticks to spoon and pulls away from the sides. You may not use all 5 cups of flour.
Preheat oven to the lowest possible setting. Lightly flour the counter and knead the dough for about 2 minutes. If it is too sticky add slightly more flour, but the dough should be soft.
Put dough in a large greased bowl and cover with a towel. Turn oven off and put the dough in to rise until doubled, about 1 to 1 ½ hours.
Spray (or butter) a 9 x 13 inch pan.
Punch down dough turn out on a lightly floured counter and knead dough for another 5-7 minutes until smooth and supple. Divide dough into 4 balls, then divide the 4 balls into 6 balls for a total of 24.
Shape each ball into a round roll and place in pan so barely touching. Brush with melted butter and sprinkle with flour or seeds. Cover pan with plastic wrap.
Let rise for 30 minutes. After about 20 minutes, preheat oven to 400℉. Bake rolls for 20 minutes until golden brown.
For freeze and bake rolls: bake 10 minutes, let cool, wrap tightly in plastic wrap or aluminum foil and freeze. To bake, let rolls come to room temperature and bake at 400℉ until golden brown, about 10-15 minutes.