1Cover the pumpkin with water in a saucepan, bring to a boil, reduce heat to medium-low, and simmer until the pumpkin is tender, about 15 minutes. Drain the pumpkin, and mash to a smooth texture.
2Stir the flour, baking soda, salt, cinnamon, and nutmeg together in a large bowl. In a separate bowl, mix together the mashed pumpkin, milk, brown sugar, and vanilla extract. Pour the wet ingredients in the flour mixture, and stir together to make a dough. Turn the dough out onto a floured surface, and knead a few times until thoroughly combined. Don't over knead the dough. Cover the dough and let it rest for 30 minutes to relax the gluten.
3Heat the lard over medium heat in a large heavy skillet until it shimmers. Break off egg-sized pieces of the dough, pat them out flat into rough circles about 4 inches across and 1/4 inch thick, and fry, turning once, until the dough puffs up and begins to brown at the edges, 2 to 3 minutes per side. Push the fry bread into the oil to help it puff. Drain on paper towels, and serve hot.