This is a very traditional autumn and winter dish here in Bulgaria. It is almost always done at home and probably that is the reason why I find it to be so comforting when I feel down or lonely or homesick. Or, simply, when I want to feel at home.
Cut the pumpkin or squash into large pieces and boil. You could do that in a sauce pan with water to cover, or even better steam boil it.
When soft enough drain, place in a bowl, and puree with a fork.
VARIANT: Some people, instead of boiling the pumpkin, prefer to grate it and saute it with some butter or vegetable oil. Others prefer to grate it and put it in raw. Downsides are that in the first case it ends up quite greasy, and in the second quite crunchy.
Add the sugar, walnuts, and cinnamon; mix in with the pumpkin.
If you decide to use the butter, melt it.
Take two sheets of phyllo pastry and drizzle some melted butter on the top one. You could also use a single sheet, butter both sheets, or do as I do and skip the butter altogether.
Spoon some of the pumpkin mixture over the pastry and roll loosely. Repeat with the rest of the pastry.
Take a non-stick baking sheet or tin (or else oil it). If it is rectangular place the rolls parallel to each other. If it is round, start lining the rim with the rolls, slowly spiraling them towards the centre (you can see what I mean in one of the photos I've submitted).
VARIANT: You could decide to do one whole pie instead of individual rolls. For that choose a baking tin slightly smaller than the size of the phyllo sheets (it could be round). Layer the sheets one by one slightly folding them to fit into the tin and to allow air between them. If you are using butter, drizzle some over each sheet you lay. When you have laid two sheets, spoon some pumpkin mixture on top.
Continue layering the pastry and the pumpkin mix and finish off with a single sheet of dough.
Place the baking tin in the oven.
Bake at medium heat for about 20 to 30 minutes. After 10 minutes baking you could take the pie out and spread some butter on it, but I do not do that.
Let the pie cool down and serve sprinkled with some caster sugar.