Source: Jewish Holiday Kitchen - Joan Nathan

INGREDIENTS:

One 16-ounce can pumpkin (not pumpkin filling for pies)
5-6 tbsp sugar
½-1½ tbsp cinnamon
½ cup vegetable oil
16 sheets fillo dough

DIRECTIONS:

1. Preheat oven to 350 degrees F. Grease a cookie sheet.
2. In a saucepan combine the pumpkin, sugar, cinnamon, and 1 tbsp of the oil. Stirring constantly, heat over a low flame until all liquid evaporates. Then set aside.
3. Taking one sheet of fillo at a time while keeping the rest covered, fold the sheet in half. Brush with oil. Then place 2 tbsp of the filling along the long side. Close the fillo, rolling jelly-roll fashion.
4. Being very careful, twist the long roll and then roll it up like a snail, with the outside end tucked under. Brush with oil and place on the cookie sheet.
5. Continue until all the filling is used up.
6. Bake 20-25 minutes, until golden brown. If, at the end of the time, the rodanchos are not yet golden, raise the oven to 375 degrees F for a few minutes.