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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 325F and preheat, lid closed, for 10 to 15 minutes.
Combine flour, baking powder, baking soda, salt, cinnamon, nutmeg, and pumpkin spice, set aside.
In another bowl beat butter. Add sugar, pumpkin puree, egg and vanilla, mix well. Gradually combine flour mixture. Fold in walnuts.
Drop spoonful amounts of dough onto aluminum foil, then place on grill grate. Bake for 18 minutes. Enjoy!