Arrange pumpkin and sweet potato in an even layer on a jelly-roll pan coated with cooking spray. Bake at 400° for 35 minutes or until tender and just until vegetables begin to brown, stirring after 18 minutes. Remove from oven, and set aside.
Heat oil in a large saucepan over medium-high heat. Add onion, celery, and garlic to pan; sauté 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; discard bay leaf. Add pumpkin mixture; stir gently to combine.