Preheat the broiler. Arrange the mini fillo shells on a baking sheet.
In a medium bowl, whisk together the vegetable broth and cornstarch.
Heat the olive oil in a medium nonstick skillet set over medium heat. Add the onion and cook, stirring occasionally, until the onion is translucent, about 5 minutes.
Add the broth mixture, pumpkin, chipotle pepper, adobo sauce, cumin, salt and pepper, and whisk until combined.
Bring to a boil, whisking, and cook until the mixture is thickened, about 2 minutes. Add the Cheddar cheese and stir until the cheese is melted.
Scoop about 1 ½ teaspoons of the queso into each fillo shell. Put under the broiler for 1 minute. Watch carefully so that the shells don’t burn.