Heat oil for frying in a 4-quart heavy sauce pan or deep-fat fryer to 350 degrees.

In a 2 qt sauce pan, combine water, pumpkin, butter, pumpkin pie spice, and vanilla. Bring mixture to a boil. Add flour all at once, stirring vigorously with a wooden spoon until dough forms a ball. Remove from heat. Cool mixture for 10 minutes. Add eggs, one at a time, stirring well after each addition.

Spoon dough into a pastry or large resealable bag fitted with a large star or French decorating tip. Pipe 3-inch lengths of dough, 5 at a time, into hot oil. Fry for 3 to 5 minutes or until golden, turning once. Remove with a slotted spoon; drain on paper towels.

In a bowl, combine sugar and cinnamon. While warm, toss churros in sugar/cinnamon mixture.

To make the dip, blend the cream cheese, both sugars, and vanilla together with a hand mixture until smooth. Mix in enough milk to make a dipable consistency. Serve with warm churros. Serves 6.