In a glass or stainless steel saucepan, mix together the gelatin, pumpkin pie spice, and salt. Pour in the milk and allow to rest (do not yet heat) for about 5 minutes to allow the gelatin to bloom.
Whisk in the coconut sugar and egg yolks. Bring to a slow-rolling boil, whisking constantly, until thick enough to coat the back of a spoon without dripping off. Remove from heat and set aside.
In a small to medium bowl, with a hand blender, blend together the pumpkin puree and cream cheese until smooth. Whisk this into the hot the pudding mixture.
Pour pumpkin pudding into a bowl. Press plastic wrap directly on top of the pudding to prevent a skin from forming. Pop in the fridge and allow to chill for about 5 hours or overnight.