Gently mix in the egg yolk, vanilla, pumpkin pie spice, and pumpkin pie filling.
Prepare the crescent rounds by taking them out of the tube (do not unroll them!).
Use your thumb to press an indentation into the middle of each round (try to form a little cup).
Place each cup into a muffin tin and fill with about 1 tbsp of the pumpkin cheesecake filling. These will puff up while baking, but be careful not to overfill them.
Bake at 350 degrees for 15-18 minutes.
To make the icing combine the powdered sugar, pumpkin pie spice, and milk. Stir until combined and drizzle over the baked rolls.
I made my own pumpkin pie spice: 1 tsp cinnamon, 1/4 tsp nutmeg, 1/4 tsp ginger, and 1/8 tsp cloves. These should be stored in the refrigerator, and can be reheated in the microwave for about 10 seconds.