Combine pumpkin, piloncillo, the 1 teaspoon cinnamon, cloves, and the filling salt in a saucepan. Cook over medium-low heat for 10–12 minutes, stirring often, until thick enough that a spoon leaves a clear trail across the pan. Spread in a shallow bowl and let cool completely. You should have about 1 ½ cups thick filling.

Whisk flour, dough sugar, baking powder, and dough salt in a bowl. Rub or cut in the cold butter until the mixture looks sandy with a few pea-size pieces. Whisk the dough egg, ⅓ cup milk, and vanilla separately; stir into the flour until the dough holds together when pressed. Add extra milk 1 tablespoon at a time only if dry crumbs remain. Do not knead until elastic.

Flatten the dough into a disc, cover, and refrigerate for 30 minutes. Cool the filling during this rest. Heat the oven to 375°F and line two baking sheets with parchment.

Divide dough into 12 equal pieces and keep unused pieces covered. Roll each into a 5-inch circle on a lightly floured surface. Spoon 2 tablespoons filling onto one half, leaving a clean ½-inch edge. Lightly moisten the edge with water. Fold over, press out trapped air, and seal with a fork.

Set the empanadas on the prepared sheets with space between them. Cut one short vent in the top of each. Brush lightly with egg wash. Mix the topping sugar and cinnamon, then sprinkle over the tops.

Bake for 22–25 minutes, rotating the sheets halfway through, until golden with dry-looking bottoms. Let cool on the sheets for 10 minutes before moving to a rack. The filling stays hot longer than the crust, so let it cool before serving.