Roll dough into 12-inch circle on floured counter. Loosely roll dough around rolling pin and gently unroll it onto 9-inch pie plate, letting excess dough hang over edge. Ease dough into plate by gently lifting edge of dough with your hand while pressing into plate bottom with your other hand.
Trim overhang to 1/2 inch beyond lip of plate. Tuck overhang under itself; folded edge should be flush with edge of plate. Crimp dough evenly around edge of plate. Wrap dough-lined plate loosely in plastic wrap and refrigerate until firm, about 30 minutes. Adjust oven rack to middle position and heat oven to 350 degrees.
Line chilled pie shell with double layer of aluminum foil, covering edges to prevent burning, and fill with pie weights. Bake on foil-lined rimmed baking sheet until edges are set and just beginning to turn golden, 25 to 30 minutes, rotating sheet halfway through baking. Remove foil and weights, rotate sheet, and continue to bake crust until golden brown and crisp, 10 to 15 minutes longer. Transfer sheet to wire rack.
Whisk sugar, cornstarch, and salt together in large saucepan. Whisk in cream until combined. Add butter and cook over medium heat, whisking constantly, until mixture is thick and large bubbles appear at surface, 6 to 8 minutes. Continue to whisk 20 seconds longer. Off heat, whisk in vanilla. Pour custard into pie shell and smooth top with rubber spatula. Let pie cool completely, about 2 hours. Refrigerate pie until cold, about 2 hours. Grate nutmeg over pie and serve.
For the Pie Dough
Process flour, sugar, and salt in food processor until combined, about 5 seconds. Scatter shortening over top and process until mixture resembles coarse cornmeal, about 10 seconds. Scatter butter over top and pulse until mixture resembles coarse crumbs, about 10 pulses.
Transfer mixture to bowl. Sprinkle ice water over mixture. Stir and press dough with spatula until dough sticks together. If dough does not come together, stir in up to 1 tablespoon ice water, 1 teaspoon at a time, until it does.
Transfer dough to sheet of plastic wrap and form into 4-inch disk. Wrap tightly in plastic and refrigerate for at least 1 hour or up to 2 days. Let chilled dough sit on counter to soften slightly, about 10 minutes, before rolling. (Wrapped dough can be frozen for up to 1 month. If frozen, let dough thaw completely on counter before rolling.)
This recipe was created by America's Test Kitchen.