In a large skillet, heat the oil. Cook cinnamon sticks and star anise over medium heat for 3 minutes. Add the sugar pumpkin and season with salt. Keep stirring about 10 minutes. Add milk and simmer for another 10 minutes. Remove from heat. Discard spices
Puree the pumpkin, milk and 1/2 teaspoon of salt until smooth. Refrigerate until the pumpkin puree is cold, at least 30 minutes
Puree yogurt, sugar and 1/2 cup of water until smooth. Combine with pumpkin puree mix to create the lassi. Pour into glasses, and sprinkle with ground cinnamon, optional. Serve chilled