Preheat the oven to 200°C. Roll the pastry very thinly into a 40 x 50cm rectangle and lay on a large piece of baking paper. In a Wellington shape, layer pumpkin, halloumi, nutmeg, a pinch of flaky salt and 1 tablespoon cream in multiple layers, finishing with a layer of pumpkin. Fold one long side of the pastry over the pumpkin layers, then the other long side to overlap in a seal. Tuck the short edges as you would when wrapping a present, trimming off any excess so the pastry is relatively even all the way round, then turn over and lay on a baking sheet. Beat the egg and glaze the Wellington all over. Bake for 40-50 minutes, until the inside is tender to the point of a knife. Rest for 15 minutes.