Preheat the oven to 400ºF.
Line baking sheet with aluminum foil.
Cut top off of pumpkin and slice in half. Scoop out seeds and membranes.
Brush inside and outside of halves with 1 tablespoon olive oil mixed with 1 teaspoon chili powder.
Cut each half into 1-inch slices. Add slices to baking sheet and sprinkle with coarse sea salt and fresh cracked black pepper.
Roast pumpkin on middle rack for 30 minutes, flipping half way through. Allow to cool slightly.
Remove skin from pumpkin and dice flesh. Fold in cilantro and set aside.
Warm tortillas on a pan or on a gas burner until flexible and pliable.
One at a time, add 1/2 ounce of cotja in center of tortilla.
Top cotija with 1/2 cup diced roasted pumpkin. Sprinkled with ancho chile and top with 1/2 ounce of cotija.
Wrap by first folding the left and right sides in, then folding the bottom flap up and rolling the burrito up until all flaps and seams are on the bottom.