Place the yeast, water, and 4 grams of sugar in the bowl of your stand mixer and mix with a fork. Let the mixture stand until the yeast foams up. If the mixture doesn't get nice and foamy, the water was too hot or the yeast has gone bad. Either way, start over unless you like unleavened challah.
Place the bowl in the stand mixer and using the whisk attachment, add the vegetable oil, pumpkin puree, sugar, vanilla extract, egg, egg yolk, and spices. Mix until combined.
Switch to the dough hook attachment and on slow speed, begin slowly adding the flour and salt. Mix on low speed until well combined and then continue to knead on low-medium speed until dough is smooth, soft, and slightly sticky.
Transfer the dough to a large, greased bowl and cover with cling film. Place in a warm place to proof until doubled in size, 2-3 hours