Whisk together the milk, egg, and cornstarch in a medium bowl.
Whisk together the eggnog, pumpkin puree, sugar, pumpkin pie spice, and salt. Cook over medium heat until the mixture is steaming and just starting to bubble.
Slowly whisk 1 cup of the hot eggnog mixture into the cornstarch mixture. Pour the cornstarch mixture into the eggnog in the saucepan and bring to a boil.
Remove from the heat. Immediately strain the pudding through a fine mesh sieve.
Divide the pudding into 5 serving bowls or glasses. Cool to room temperature, and then refrigerate to chill, about 1 hour. Serve topped with whipped cream.