The pie filling in this recipe needs to set overnight in the refrigerator, so make it the day before you serve it. If you are going to use fresh pumpkin for the pie, do not use the jack-o’-lantern type; the flesh of these large pumpkins is too watery and stringy. Instead, look for small pumpkins, sometimes called pie pumpkins or other varieties of winter squash. To bake, cut pumpkins in half and remove seeds. Set, cut side down, in a lightly oiled baking pan. Bake at 400°F for 30 to 40 minutes. Scoop out the cooked flesh and purée.