I frost with Cream Cheese frosting (my fav) and tint it orange. Then I use a Tootsie Roll for the stem. To make sure it's soft enough just roll it around in your hands for a while or stick it in your pocket while you're frosting! You can go even farther and get some green taffy candies and roll out for leaves!
I use Orange cake mix if I can find it or any white/yellow work well too. The outside is a golden brown that kinda looks orangish if you can stretch your imagination a bit. Some I frost all the way orange and some I just make vertical stripes with orange (black if I decide to make it) frosting. Sprinkle with any kind of sprinkles for a little more fun. My little sister made some the other day and she drew jack-o-lantern faces on them with white frosting! Cute!
Think there might be a flyer on these in the docs somewhere too.
Anyway....that's how I do them.
Michelle