Whisk together the broth and the pumpkin in a heavy medium saucepan and simmer over medium heat. Cover the pan and reduce the heat to low to keep the pumpkin broth warm.
Cook the bacon in a medium skillet over medium heat until brown and crisp. Transfer to a paper towel with a slotted spoon to drain.
Melt the butter in a heavy large saucepan over medium heat. Add the leek and 1 teaspoon of the salt. Cook until almost tender, 2 to 3 minutes. Mix in the thyme. Add the rice and stir for 1 minute. Add the wine and simmer, stirring constantly, until completely absorbed, 1 to 2 minutes. Add 1/2 cup of the pumpkin broth and stir until almost completely absorbed, 1 to 2 minutes. Continue cooking the rice, adding the broth 1/2 cup at a time, stirring constantly and allowing each addition to absorb before adding the next. Cook until the rice is tender but still firm to the bite, and the mixture is creamy, 20 to 25 minutes, adding additional warm broth by 1/4 cupfuls if risotto is dry. Mix in the Parmesan, 1 tablespoon of the parsley, the remaining salt, pepper and nutmeg. Remove from the heat. Add more salt to taste.
Divide the risotto among 6 shallow bowls. Sprinkle each with the bacon, goat cheese and remaining parsley and serve.