In a large saucepan, combine the rice, milk, sugar, vanilla bean, orange zest, orange juice, and salt. Heat to boiling over medium-high heat, stirring occasionally. Reduce heat to medium-low and cook, stirring occasionally, until the rice is tender and most (but not all) of the liquid is absorbed, 20 to 25 minutes. Remove from heat.
Discard the vanilla bean. Stir in the pumpkin. The recipe can be made ahead to this point.
Cover and refrigerate up to 2 days ahead. To rewarm, stir in an additional 1 1/2 cups milk and stir gently over medium-low heat. Serve warm, sprinkled with the brown sugar if desired.