Combine the tomato paste, soy sauce, salt, crushed red pepper, maple syrup, and minced onion. Rub the marinade into the turkey leg. Cover the bowl with plastic wrap and refrigerate for at least 4 hours, or preferably overnight.
Heat some cooking oil in a large pot over medium heat. Sear the marinated turkey leg on all sides and add the turkey broth and apple juice. Cover the pot with a lid and let the meat simmer over low heat for about 2½ hours. Then remove the bone from the meat and let the gravy cook down a bit.
Cut the pumpkin into small pieces and put them in a sieve. Place the sieve in a pot filled with water over medium heat and steam the pumpkin for about 15 minutes.
Add the cooked pumpkin to a bowl and mash it. Add the egg, sugar, yeast, and salt and mix everything until the yeast has completely dissolved. Add the flour and start kneading the dough. Add the vegetable oil at the end and continue to knead everything until a smooth dough forms. Cover the dough and let it rest until it's doubled in size.
Divide the dough into 8 equal portions and shape them into buns. Place the buns on a baking sheet lined with parchment paper, cover them, and let them rise for another hour. Brush the egg wash over all the buns and sprinkle black sesame seeds on top of 4 of the buns (these will be the top buns). Bake at 350°F for 15 minutes in a preheated oven.
Peel the sweet potato and cut it into thin slices. Lightly sauté the slices in butter over medium heat and sprinkle in the brown sugar to caramelize them on both sides. Add the cinnamon sticks and orange juice and cook until soft and tender. Cover the pan with a lid, let the sauce boil down, and season with salt.
Mix some cranberry sauce into a bit of mayonnaise. Cut open the burger buns, spread the cranberry mayo on the bottom half, and top with lettuce and some of the pulled turkey. Add a spoonful of the gravy and 1-2 candied yams on top. Finish off your Thanksgiving burger with a slice of cheese, more cranberry sauce, and the top bun and serve with sweet potato fries.