Add active dry yeast and sugar to warmed milk. Mix well until the yeast and sugar dissolves, and set aside for about 10 minutes until foamy.
In a mixing bowl, combine 1 tablespoons melted butter, pumpkin purée, egg, and yeast mixture until smooth.
In a separate bowl, combine flour, nutmeg, and salt.
Using a mixer with a dough hook, gradually add the dry ingredients into the wet. Mix on medium-low for about 8-10 minutes.
Turn dough out into a large, lightly greased bowl. Make sure all dough surfaces are greased and cover with a clean kitchen towel. Place bowl in a warm spot, and allow to rise for about 1 1/2 - 2 hours.
When the dough has doubled in size, gently punch it down and place on an oiled surface. Divide dough into 12 equally-sized portions, and roll each one into a ball.
Place dough balls into a well greased cast iron skillet. Cover loosely with foil, and place in a warm spot to allow the dough for a second time. Should take about 45-50 minutes.
When the dough is almost done with the second rise, preheat oven to 375°F. In a saucepan, add 3 tablespoons butter and whole sage leaves. On medium-low heat, cook it until the butter begins to brown and smells nutty. Remove from heat and stir in honey.
Generously brush the rolls with the butter. Bake for about 15-18 minutes or until golden brown.