Preheat your oven to 400 Degrees F. Line a baking sheet with parchment paper and set aside for later.
In a small bowl whisk together egg and water, set aside.
In a large bowl, whisk together pumpkin, sugar and pumpkin pie spice.
Layout the puff pastry sheets, evenly divide the pumpkin mixture. Spread pumpkin into an even layer on top of the puff pastry sheet.
Starting at one end, roll the pastry sheet over so the pumpkin mixture is inside the puff pastry sheet and creates a log. Using a sharp knife, slice the center of the roll, leaving an inch at the top of the pastry connected. Twist the two pieces together, making sure the pumpkin filling sides are facing up.
Form the pastry into a circle by connecting the two ends together and press them into each other. Place the twists on the prepared baking sheet. Once all the twists are on the baking sheet, brush the top is the twists lightly with the egg wash you made earlier. Sprinkle tops with coarse sugar or salt.
Bake for 30-35 minutes or until golden brown. Remove from oven and let cool.
In a small bowl whisk together powdered sugar, milk, and vanilla extract. Drizzle the glaze on top of the warm twists, enjoy!
For the assemble instructions just reading step 5 might be confusing, make sure to reference our video to see how it's done!