Pour olive oil to a large dutch oven or stockpot and turn heat to medium-high. Add onion and garlic and stir. Add chili powder, oregano, and cayenne and let cook for about 4 minutes, until onions are translucent.
Stir in the tomato paste and cook for about a minute before putting ground beef into the pot. Break up beef with a wooden spoon and cook until the meat is no longer pink, about 3-4 minutes. Add the chipotle peppers and the adobo sauce to the mixture and stir; cook for about 2 more minutes. Pour red wine into the pot.
Stir in the tomatoes, beans, and pumpkin.
Turn down the heat, cover, and simmer gently for about 20 minutes. If chili is too thick, feel free to thin out with more red wine or water.
Serve topped with feta or other cheese.