Cut your orange tissue paper into squares. Each square should be large enough to hold a small handful of candy in the center (around 10x10 inches works well).
Place a small handful of candy or treats in the center of each tissue paper square. Make sure to leave some room around the edges to gather the paper.
Gather the edges of the tissue paper around the candy, pulling it together to form a small pouch. Be careful not to tear the tissue paper as you shape it into a round pumpkin form.
Wrap a green pipe cleaner around the gathered tissue paper near the top to secure it. Twist the pipe cleaner tightly to hold the candy inside and create the pumpkin's "stem." You can leave some extra pipe cleaner at the top and curl it to resemble a vine.