Unfortunately I've not yet tested this project, and some details are still to be personalized, as servo support and led hole, these depend on the type of devices you want to use.
This 3D object has a diameter of about 10 cm, which is enough to keep a little servo inside, among with batteries and a microcontroller. The little dimensions will let you print it without paying too much, but if you want make it bigger you can certainly enlarge all the model.
I will show you fast steps to create this in 3D Studio Max.
Step 1: The working principles
There is not much to say about working principle... as you already understood the light of a led is directed on a portion of the cylinder where some shaped holes let it continue against the pumpkin surface. Since the pumpkin material lets light pass through (pay attention to choose the right material in printing process), the figures will be projected on the outside surface of the gadget.
If you don't want to use a motor or a servo to rotate the cylinder you can add a pole in center of the pumpkin base, so it will keep the cylinder lifted, you can always rotate it by hand... The shield has to be glued in place after setting up LED and battery. As Halloween present I give you the 3DSMax file if you want to modify and print it ;-)