Preheat oven to 375°F. Line a 15x10-inch jelly-roll pan with parchment paper.
In a medium bowl, combine flour, baking powder, baking soda, pumpkin pie spice, and salt. Set aside.
In a large bowl, beat together eggs, granulated sugar, and vanilla until combined. Mix in pumpkin puree. Stir in the flour mixture until just combined. Spread evenly into the prepared pan and sprinkle with chopped nuts.
Bake for 13 to 15 minutes, or until the top of the cake springs back when touched. While the cake is baking, start making the filling.
When the cake is done, with the cake still on parchment paper, immediately roll up the cake and parchment together while the cake is hot, starting with the narrow end. Cool on a wire rack.
To make the filling:
In a stand mixer with the paddle attachment, beat cream cheese and butter until smooth. Add powdered sugar, orange zest, and vanilla extract, mixing until smooth. Scrape the sides of the bowl as needed.
To assemble the cake:
Carefully unroll the cooled cake. Gently spread the filling over the cake.
Reroll the cake while peeling away the parchment paper as you roll.
Wrap the roll in plastic wrap and refrigerate for at least one hour.
To serve, slice with a serrated knife. Sprinkle with powdered sugar before serving, if desired.