In small bowl, combine dipping sauce ingredients and set aside.
In medium bowl, combine pumpkin puree, grated ginger, cinnamon and chili powder and mix well. Place about 1 heaping teaspoon of pumpkin filling into center of each wrapper. Do not overfill. Brush a bit of water on edges of wrapper and gently fold the dumpling wrapper. Pinch edges in the center of the arc to seal. To get the folded edges, gently create several folds on one side of the wrapper and pinch it to the flat side to seal.
Heat large saucepan on medium heat and add about 1 tablespoon of oil, or until pan is lightly coated with oil. Gently place gyoza with bottoms down on pan. Cook the gyoza until the bottoms are crisp. Gently add about 1 tablespoon of water into pan (caution - it will splatter with the remaining oil in the pan), swirl to let water coat the whole bottom of pan, then quickly place lid on. Continue cooking gyoza for about 5 minutes or until water has evaporated and gyoza are steamed to a soft touch. Serve with dipping sauce.