Place the rice in a spice grinder (or clean coffee grinder) and pulse to break up the grains (about 8 pulses). You want to end up with broken grains, not a full powder. If you don’t have a spice grinder, place the rice in a zip-top bag and use a meat mallet (or rolling pin) to bang up the rice grains.
Put the coconut milk in a medium, heavy-bottomed pot. Cut the vanilla bean in half lengthwise. Scrape out the seeds with the back of a knife and add the seeds to the coconut milk. Reserve the pod.
Wrap the cinnamon stick, whole clove, ginger, orange zest, and reserved vanilla bean pod in a 6-inch (or thereabout) square of cheesecloth; tie it into a bundle with a piece of butcher’s twine. Add the spice pack to the coconut milk, along with the ground rice, sea salt and maple syrup. Stir to combine.
Bring the milk to a boil, then reduce the heat to low. Cover and cook, stirring occasionally to prevent the rice from sticking, until the rice is tender but still has pleasant chew, about 45-50 minutes.
Stir in the pumpkin puree and cook for 10 minutes longer (it will still be quite loose). Let the pudding cool for 10-20 minutes, stirring occasionally (it will thicken up as it cools). Serve it warm or at room temperature.