Melt margarine in a medium nonstick saucepan over medium heat. Stir in 2 tablespoons flour; cook 30 seconds. Add wine and broth; bring to a boil. Reduce heat, and simmer 3 minutes or until thick. Stir in 1/8 teaspoon salt. Remove from heat; set aside, and keep warm.
Combine 1 3/4 cups flour, pumpkin puree, 1/2 teaspoon salt, and nutmeg in a large bowl. Stir well to form a smooth dough (dough will be slightly sticky). Turn dough out onto a lightly floured surface. Shape dough into a 12 x 3-inch-long roll. Cut roll lengthwise into 6 (1/2-inch-thick) strips, and cut each strip into 12 (1-inch) pieces. Press each piece of dough with a lightly floured fork. Place gnocchi on a lightly floured baking sheet; set aside.
Preheat oven to 450°.
Bring water to boil in a large Dutch oven. Add half of gnocchi; cook 3 minutes or until done. Remove gnocchi with a slotted spoon; place in a colander. Repeat with remaining gnocchi.
Place gnocchi in a 13 x 9-inch baking dish coated with cooking spray; spoon sauce evenly over gnocchi. Sprinkle with cheese, paprika, and pepper. Bake at 450° for 15 minutes or until thoroughly heated. Serve warm.