You can refrigerate pumpkin cookie dough. Since it doesn't take long to make these cookies from start to finish, it's not likely that you'll need to make the dough ahead of time. If, however, you would like to make the dough ahead, and perhaps have the cookies shaped on parchment paper and ready to bake, you certainly can do that. Just be sure to cover the dough with plastic wrap, so it doesn't dry out in the refrigerator.