Cover and chill until firm enough to handle, at least an hour or up to a day. Lightly flour your hands and pinch off a three-tablespoon size piece of dough. On a lightly floured board, use the palms of both hands to evenly roll an 8-inch long rope. Fold an inch of each end back onto rope and pinch ends to make bone shapes. Repeat to shape all the dough.
Place bones an inch apart on a buttered and flour-dusted baking sheets.
Preheat oven to 350F. Combine flour, soda, salt cinnamon, nutmeg and sugar in a large mixing bowl. Add eggs, water, oil and pumpkin. Stir until blended. Bake for one hour. Cool slightly and take out of tins to let cool on a rack.