Prepare the filling by mixing pumpkin puree, brown sugar, granulated sugar, cinnamon, nutmeg, and vanilla extract. Cover and chill for 15-30 minutes.

Roll out the puff pastry sheets to 10x12 inches and cut into 6 equal rectangles each. Keep covered with a towel.

Assemble by placing a tablespoon of filling in the center of each rectangle, fold and seal edges, then twist.

Bake in a preheated oven at 400°F (200°C) for 15-20 minutes until golden brown.

Cool twists on a wire rack for few minutes before serving warm.