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Step 1
Using a vegetable peeler, peel the zest of 2 medium oranges into wide strips, avoiding the white pith, into a large saucepan. Juice the oranges into the pan (1/2 cup).
Step 2
Add 1 1/2 pounds chopped piloncillo (or 1 1/2 packed cups dark brown sugar and 2 tablespoons molasses), 5 (5-inch) cinnamon sticks, 6 whole cloves, and 4 cups water. Cook over medium heat, stirring occasionally, until the sugar dissolves, 2 to 5 minutes.
Step 3
Meanwhile, cut the stem from 1 (4 to 5-pound) pumpkin. Cut in half lengthwise. Scrape out the seeds and strings if you want to use them for something else or simply don’t want them in the dish. Cut each piece in half lengthwise again, and then cut each piece in half widthwise so you have wedges that are 2 to 3 inches wide.
Step 4
Place a layer of pumpkin, flesh side down, in a 5-quart or larger Dutch oven. Add the next layer of pumpkin, arranging flesh side up. Repeat layering until all the pumpkin is in the pot.
Step 5
Pour the syrup over the pumpkin and bring to a gentle simmer over medium heat. Continue to simmer until the pumpkin is tender and the syrup is thickened, dark brown, and looks like a glaze, about 2 hours. Let the pumpkin cool in the pot, the syrup will thicken more as it cools. Serve at room temperature or chilled.