Place the pumpkin in saucepan with the piloncillo, ¼ cup of water and the cinnamon stick. Bring to a boil and cook for about 15-20 minutes until the pumpkin is tender. Remove the cinnamon stick.
At this time the piloncillo should had been dissolved, add the ground cinnamon, ground anis and clove. Keep cooking uncovered for about 20 or more minutes, stirring frequently until the mixture takes the texture of a jam. This can be done ahead of time and has to be a room temperature before forming the empanadas.
To form the dough; Place the yeast in a small bowl add the warm milk and let it proof for about 5 minutes.
Meanwhile in a large bowl place the Flour, eggs, melted and cool butter, sugar and salt. Add the yeast mixture and mix to form a soft a dough. Knead in a floured surface for about 5 minutes adding more flour if needed.
Place the dough in an oiled bowl turning to coat with the oil. Cover with plastic and let it rest for about 1 ½ hour in a warm place.
After that period of time knead the dough again for 2-3 minutes and divide in 12 small soft balls to start forming the empanadas. Cover with plastic.
Now to form the empanadas: With the help of your rolling pin roll out each of the dough balls in a slightly floured surface into circles of about 7 inches diameter stretching it if necessary.
Place about ¼ cup of filling in center of each; fold dough to enclose filling and form a half moon. Seal edges by crimping with fork.