Preheat your oven to 375 degrees Fahrenheit.
Line a square baking dish with parchment. (We used an 8x8 dish, adjust cooking times for a 9x9 or other size dish.)
Place the quartered cinnamon rolls into the baking dish, spreading them around evenly.
For the pumpkin mixture, in a large mixing bowl, whisk together pumpkin puree, heavy cream, eggs, brown sugar, pumpkin pie spice, salt, and vanilla.
Pour this mixture over the cinnamon rolls.
Place the square dish on a baking sheet in case of over flow, and bake 45-50 minutes, until the cinnamon rolls are all cooked through.
For best results, tent the dish with foil halfway through baking to prevent over browning the top.