Stuffed pumpkin on a burner
I don't think this will work very well. Burners are unidirectional heat sources; the bottom will overcook and the top will be raw. The constant rotating you will need to do will be annoying at best. Ovens provide heat surrounding the entire item, which is why roasting works. I suggest borrowing an oven.

Bear in mind that roasting the pumpkin will compromise its structural integrity. Not roasting seems like a wiser course if you intend it only as a serving vessel.