Roast the pumpkin. Preheat the oven to 400°F (200°C). Cut the deseeded pumpkin flesh into large chunks and roast until completely tender, usually 30–45 minutes depending on the size of the pieces. Remove the skin and let the pumpkin cool slightly.
Make the crust. Combine the flour and baking powder in a bowl. Add the cold butter, cut into small pieces, and rub it into the flour with your fingertips until the mixture resembles fine crumbs. Add the egg and mix until a dough forms.
Chill the dough. Shape the dough into a disc, cover it, and refrigerate while you prepare the filling.
Prepare the filling. Add the cream cheese, sugar, eggs, cornstarch, salt, cinnamon, nutmeg, ginger, and orange zest. Blend until smooth and well combined.
Shape the crust. Roll out the chilled dough on a lightly floured surface. Transfer it to a 9.5–10-inch pie dish and gently press it into the bottom and sides. Trim any excess dough.
Fill the pie. Pour the pumpkin mixture into the prepared crust and smooth the surface.
Bake. Reduce the oven temperature to 350°F (180°C) and bake for approximately 30–35 minutes, checking for doneness. The edges should be set and the center should have only a slight wobble. If the center is still very liquid, continue baking and check every 5 minutes.
Cool and chill. Let the pie cool completely at room temperature, then refrigerate for at least 3–4 hours, or until the filling is firm.
Serve. Slice and serve chilled or slightly cool, with whipped cream or vanilla ice cream if desired.