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Preheat oven to 375°. Line 2 baking sheets with parchment paper.
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In a large mixing bowl, stir together flours, rosemary, baking powder, salt and nutmeg. Use a pastry cutter or a couple of butter knives to cut in the vegan butter, until the mixture is fine and crumbly.
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In a separate bowl, stir together pumpkin, milk and olive oil.
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Make a well in the center of the flour mixture and pour in the pumpkin mixture. Stir until fully blended and a soft dough is formed. Knead the dough a few times with your hands, adding a sprinkle more of flour if it seems too moist, and a dash of milk if it seems too dry.
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Turn the dough onto a lightly floured work surface and roll to about ½ inch thick using a floured rolling pin.
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Use a 2-inch biscuit cutter or a drinking glass to cut the dough into rounds. Place the dough rounds about 1 inch apart on parchment-lined baking sheets.
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Bake until fluffy and just lightly browned on top, 12 to 14 minutes.