Of course, having a CNC really helps. I "teach" the CNC at our local makerspace so I set up the file for that purpose. We use Vectric's VCarve Pro - Makerspace edition. (Thank you Vectric!)I used 1/4" MDF 12"x24". For the sides I used a 90deg Vbit to create miters then I can just glue and fold the miters together -- no need for nails or clamps as I tape the folds closed with masking tape. I'll tape Velum on the inside of the face so the LED candle's light is diffused.
I downloaded a bunch of pumpkin face vectors for "students" to use and sized them to fit the sides.
--Rich Farwell