Steam the pumpkin for 12 minutes, or until soft, then drain well and mash until smooth. Cool to room temperature. Preheat the oven to 220°C (425°F/Gas 7). Lightly grease a baking tray or line with baking paper.
Sift the flour, baking powder and a pinch of salt into a bowl and add the nutmeg. Using your fingertips, rub the butter into the flour, then stir in the sugar and make a well in the centre. Mix the milk into the pumpkin, then add the mixture to the well in the flour. Mix with a flat-bladed knife, using a cutting action, until the dough comes together in clumps. With floured hands, gather the dough together (it will be very soft) and lift out onto a lightly floured surface. Do not knead or the scones will be tough.
Pat the dough out a 2cm (¾inch) thickness. Using a floured 5cm (2inch) cutter, cut the dough into rounds. Gather the trimmings and, without over-handling, press out as before and cut out more rounds. Place the rounds close together on the tray and brush with extra milk. Bake for 12–15 minutes, or until risen and golden brown. Serve warm or at room temperature.