Line 2 baking trays and leave to one side. I use silicone mats, but grease proof paper works too.
Place the sugar and butter into a large bowl, or the bowl of your stand mixer and beat until light and fluffy, 2-3 minutes on medium-high speed.
Add in the egg yolk and vanilla extract, scraping down the sides as necessary and mix briefly to combine.
Add in the pumpkin puree and mix until well combined. The texture may look a little odd (some small lumps) at this stage, don't worry, it will come together when you add the flour.
Add in the flour, cornflour, spices and salt and mix on low-medium speed until you have a soft dough, around 1 minute.
Lightly flour your hands. Using a 1tbsp cookie scoop or measuring spoon (I used a spoon), scoop out level tablespoon of dough and roll into balls. Place balls 2 inches apart on your lined baking sheets. Re-flour your hands as necessary.
Once you have all of your dough balls, use the palm of your hand to lightly pat the dough balls into 3/4 inch thick discs. Then use your thumb or a small rolling pin (mine was about an inch across) to create a dent in the middle of each cookie. Don't press all the way through, just make sure you have a crevice you can fill with Nutella.
Cover each tray loosely with cling film and place in the fridge for 15-20 minutes, until cool and firm to the touch.
Whilst chilling, preheat the oven to 180C/350F. Once chilled, remove cling film and place the cookies into the oven for 12-15 minutes.
They will be firm and slightly crisp to the touch. Some may also have a few cracks around the edge. You don't want much colour on them at all, they should be evenly a very pale orange all over.
Leave to cool on trays for a couple of minutes, before going over all of the cookies with your thumb or the end of a rolling pin to ensure the middles are deep enough for filling. Then leave to cool completely on the trays.
Once cooled, place nutella into a small bowl and place in the microwave for 20 seconds, just to make it more workable.
Place around 1/2tsp into the centre of each cookie. Leave to set for 30-40 minutes, just until the Nutella has cooled and firmed up slightly.
Thumbprint Cookies will keep in an airtight container, at room temperature, for 4 days.