Preheat oven to 400°F. Line a baking sheet with parchment paper, set aside.

In a small bowl, whisk together egg and water, set aside.

In a large bowl, whisk together pumpkin, sugar and pumpkin pie spice.

Follow video above for how to cut, fill and braid pastry. Here are some written directions to try to help guide you, but it's much easier to watch the process in the video.

Divide pumpkin mixture evenly on each piece of puff pastry. Spread pumpkin into an even layer.

Starting at one end, roll the pastry over the pumpkin mixture.

Using a sharp knife, slice the center but leave 1 inch at the top of the pastry connected. Twist the two pieces together, making sure to keep the pumpkin filling sides facing up.

Form the pastry into a circle by pulling the two ends together and pressing together. Place pastry on prepared baking sheet leaving room for spreading. Continue until all pieces of puff pastry have been completed.

Brush the pastries lightly with the egg wash you made earlier (the egg and water). Sprinkle with coarse sugar.

Bake for 30-35 minutes, or until golden brown. Remove from oven and let cool for 10 minutes.

In a small bowl, whisk together powdered sugar, milk and vanilla extract. Drizzle on top of warm baked pumpkin twists and serve!