For the dipping sauce: Bring the cream to a simmer in a small saucepan. Put the chocolate in a medium bowl. Add the hot cream to the bowl with the chocolate and let sit for 1 minute. Gently whisk until smooth. Stir in the coffee liqueur and vanilla extract. Keep warm.
For the churros: Whisk together the flour, 1 teaspoon cinnamon, the cloves, 1/4 teaspoon ground ginger, the nutmeg and salt in a large bowl. Bring 1 1/2 cups water, the pumpkin puree, butter and vanilla to a boil in a medium saucepan, whisking constantly.
Pour the pumpkin mixture into the bowl with the flour mixture and stir with a wooden spoon until just combined; it will be thick. Continue mixing and add in your eggs, one at a time, until well combined. The dough should be thick and smooth. Place the dough into a pastry bag with a large star tip.
Heat 2 inches of canola oil in a high-sided saute pan until it reaches 350 degrees F on a candy or fry thermometer.
Pipe the dough directly into the pan in 3-inch pieces, cutting off the pieces with a scissor. Fry until golden and crispy, 4 to 5 minutes.
Stir together the sugar and remaining 1 1/2 teaspoons ground cinnamon in a medium shallow bowl. Transfer the churros to a paper-towel-lined baking sheet or plate to drain the oil and immediately toss in the cinnamon-sugar mixture. Dip in the chocolate-coffee dipping sauce to serve.