Make the dough. Combine warm milk with sugar and active dry yeast. Let sit for 5 minutes or until the mixture is foamy.
Mix yeast mixture with flour, sweet rice flour, salt, and olive oil until well combined. Knead the dough for about 6-8 minutes or until the dough is smooth and soft. The dough will be slightly sticky. Transfer the dough to a clean bowl, cover, and let proof for 1 hour in a warm area or until doubled in size.
Meanwhile, make the pumpkin filling. Mix together pumpkin puree with brown sugar, cinnamon, and chopped toasted walnuts. Set aside.
Punch down the dough, cover, and let rest for 20 minutes.
Divide the dough into 6 equal portions. Roll each portion into a 5-inch circle. Place about 2 tablespoons of the filling in the center and gather the edges to enclose the filling. Flatten the hotteok to make a round disc. Repeat with the remaining portions.
Heat enough oil in a saute pan to come up ½-inch up the sides over medium heat. Place the hotteok in the pan, leaving plenty of space in between. Let sit for 30 seconds, flip, and flatten the pancakes using the bottom of a spatula. Flip the pancakes again and cook until golden brown.
Place a lid on the pan, reduce heat to low, and cook for 2 minutes. Remove the lid and transfer hotteok to a paper towel-lined plate to remove excess oil. Repeat with the remaining portions, adding more oil as needed. Serve warm.
Notes
You can prepare the dough and the filling the day before. Store both in the refridgerator until ready to assemble hotteok.