Place the rice in a spice grinder and pulse a few times to break up the grains. You want to end up with broken grains, not a powder.
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 pods.
Wrap the cinnamon stick, whole clove, ginger, orange zest (if using) 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 to a boil, then reduce to low (I move it to my lowest burner) and cook, covered, 1 hour, stirring occasionally to prevent sticking.
Stir in the pumpkin puree and cook 10-20 minutes longer, or until the rice is tender (since it’s brown rice it will still have a bite, but it shouldn’t be crunchy). Remove the spice pack. Taste and add additional maple syrup, if desired, depending on the sweetness of your pumpkin. Serve warm, at room temperature or cold. DO AHEAD: The pudding can be refrigerated for up to 3 days. Place a piece of parchment or wax paper directly on the surface of the pudding before covering to prevent a skin from forming.