Preheat oven to 180°C. Line two oven trays with baking paper. Lay out pumpkin on trays and spray with oil. Roast for 30-35 minutes or until tender and beginning to brown on the edges.
Sift flour into a large bowl and add salt. Add butter and use your fingertips to rub in until mixture resembles breadcrumbs. Make a well in the centre and pour in milk and water. Mix with a blunt knife until mixture forms a sticky dough.
Turn out onto a floured surface and knead lightly until mixture comes together to a reasonably smooth dough. Cut dough in half, then knead and shape each piece into a 30cm-long loaf.
Transfer loaves to 2 oven trays lined with baking paper. Use a floured knife to make 6 x 3cm-deep slits in the top of each loaf. Insert 3 pieces of pumpkin and 2 pieces of artichoke into each slit.
Increase oven temperature to 210°C. Bake for 30-35 minutes or until bread is golden and sounds hollow when tapped. Allow to cool slightly and sprinkle with lemon thyme before serving.