Heat the oven to 375°F and grease your baking dish with a little light butter.
Whisk the dry ingredients together. Bread flour, baking soda, baking powder, granulated sweetener, pumpkin pie spice and salt.
Add the Greek yogurt, pumpkin puree, and egg yolk. Mix until it comes together into a shaggy dough.
Turn onto a floured surface and knead 1 to 2 minutes until smooth, adding flour as needed. Read the next section before you do this step, because the pumpkin changes how much flour you'll need.
Roll into a square about an inch thick. Yes, a full inch, that thickness is what gives you tall, bakery-style rolls.
Spread the softened butter over it, then sprinkle the brown sweetener, cinnamon, and pumpkin pie spice evenly across.
Cut into 6 strips and roll each one into a spiral.
Set them spiral-side up in the dish with space between, and bake 22 to 25 minutes until the tops are golden and set.
Make the icing while they bake. Beat the cream cheese, protein powder, vanilla, and sweetener, then add water a little at a time until it spreads.
Ice them warm. Eat one immediately, those are the rules.