Preheat the smoker, grill or oven to 350F degrees. Grease a 13 x 9 pan.
In a bowl, mix together the cake mix, melted butter and 1 egg. Press the batter into the greased pan.
In a bowl, mix together the pumpkin, sugars, spices and 2 eggs, until smooth. Stir in the eggnog. Spread over the cake layer.
In a bowl, mix together the cream cheese and 2 eggs, until smooth. Slowly stir in the powdered sugar. Pour over the pumpkin layer.
Bake in the smoker or grill over indirect heat for 1 1/2 hours. If baking in the oven, the time may vary. It's done when the top becomes golden brown and the center sets.
Rest 30 minutes. Cut into squares and serve.
Store leftovers in the refrigerator for up to one week.