Arrange pumpkin and sweet potato in an even layer on a parchment-lined sheet pan. Bake for 35 minutes or until tender and just until vegetables begin to brown, stirring once. Remove from oven and set aside.
Heat oil in a large saucepan over medium-high heat. Add onion, celery, and garlic to pan. Saute about 3 minutes or until onion is tender. Add broth and remaining ingredients to onion mixture, stirring to combine. Bring to a boil.
Cover, reduce heat, and simmer 50 minutes or until rice is done and liquid is mostly absorbed. Remove from heat and discard bay leaf.
Add pumpkin mixture and stir gently to combine. Serve warm.