For a more permanent pumpkin that can be reused, we can use a coconut shell. You will need:
First cut the bottom (stable) part of the coconut using the saw. Then drill the holes for the eyes, nose and use the saw to cut the mouth - you can also use a flex machine which will take less effort.
After that, create the following circuitry and add it inside the coconut.
+---------------------+
| |
| |
Battery | --- /
----- / \ /
--- /___\ LED
| |
| |
| \ |
+-------/\/\/\--------+
\
Potentiometer
The potentiometer can be replaced by a switch. In the pictures, the potentiometer is placed by drilling the head and is used to change the intensity of the light emitted by the LED.