To make the pie crust: Add flour, salt, and shortening in food processor. Pulse once or twice. Add water, a little at a time, and pulse. Dough should be moist. Wrap dough in plastic wrap and refrigerate for about 30 minutes. When ready, roll dough to fit 10-inch deep pie dish.
To make the pumpkin puree: Cut pumpkin in half with a serrated knife, and clean out seeds and stringy insides. Slice each half into quarters. Place pumpkin slices in a large pot with a steamer basket, and add about 1-inch of water to the pot. Cover, and increase heat until steam begins. Reduce heat to low, and keep pot covered. Steam for about 30-40 minutes, or until pumpkin is soft. Scoop out soft pumpkin with a spoon or scoop. Puree pumpkin with a hand blender until smooth.
To make the custard: Mix all ingredients until blended in a large bowl except for the milk. Add milk, and mix for a minute more. The custard will be a very thin liquid.
To assemble the pie: Pour custard into unbaked pie shell. Bake at 425° for 15 minutes; reduce heat to 350° for about 60 minutes, or until an inserted knife in the center is clean.