In a mixing bowl, combine flour, sugar, yeast, salt, and cinnamon. In another bowl, mix lukewarm water, pumpkin purée, vegetable oil, and egg. Gradually combine wet and dry ingredients until a shaggy dough forms.

Transfer the dough onto a floured surface and knead for about 6-10 minutes until it becomes smooth and elastic. Place in a greased bowl, cover with a towel, and let it rise for about 2 hours until doubled.

Gently deflate the risen dough, divide into three pieces, roll each into a rectangle, then tightly roll them into logs. Coil the logs around each other to form a braided loaf and transfer to a baking sheet for further rising.

Cover the braided loaf with a towel and allow it to rise for approximately 1 hour until noticeably swollen and airy.

Preheat oven to 350°F (175°C). Brush the loaf with egg wash and bake for 35-40 minutes until golden brown and internal temperature reaches 190°F.

Remove from oven and transfer to a wire cooling rack. Allow to cool for about 30 minutes before slicing.