Since nobody has answered yet, I took a shot at this one from the opposite direction: searching for solutions to a too-dense pie hoping to find some steps that were "wrong" for the questioner but would be right for your opposite goal of denser pie.
This is how one remedied his too-dense pie; in the link is the recipe from which he made his modifications:
This pie is just too dense. Not enough liquid. I will always add one
can of condensed milk which provides lightness, no extra fat and a
wonderful texture. Don't add the whipped cream to the pie use it on
the top.
http://www.landolakes.com/recipe/2923/classic-pumpkin-pie
Another one recommends whipped egg whites into your filling for fluffier pie – would whole eggs, and/or not whipped, have the opposite effect?
There are those who would say it's just not Thanksgiving without a
pumpkin pie - and those who can't abide the pie's dense texture. A
simple way to keep all of your guests happy: Fold two whipped egg
whites into the filling for an airier, soufflé-like consistency.
(recipe for starting point is in link)
http://shine.yahoo.com/shine-food/tips-were-thankful-225000108.html
This one seems to clarify that, suggesting three whole eggs and less evap milk for a denser pie:
The vast majority of people tell me this is the best pumpkin pie
they've ever had. It's light and fluffy - however... if you want a
heavy, more dense pie, use 3 eggs instead of 4 and 1 can of evaporated
milk instead of 1.5)
http://www.pickyourown.org/pumpkinpie.php