Preheat oven to 350 degrees.
Wash pumpkin, cut in half, and remove stem, seeds, and strings.
Place cut side down on a foil-lined baking sheet. Cover with foil and bake until tender, about 1 1/2 hours.
Meanwhile, make/prepare the crust. Place flour and vegetable shortening in a large bowl, and using a pastry cutter, work in the the vegetable shortening into the flour for about 3 minutes, or until it resembles coarse meal.
In a separate small bowl, beat an egg, then pour into the flour mixture. Add the water, vinegar, and salt and combine with a large spoon until the dough is thick.
Using your hands, knead the dough a bit and separate into two separate crusts.
On a floured surface, roll out the dough starting at center and working your way out. If it is too moist, sprinkle a little more flour on top. Use a metal spatula to remove the dough from the surface area if it starts to stick. Roll until the dough is about 1/2 in larger in diameter than your pie pan.
With the spatula, gently lift the dough carefully from the surface into the pan. Press the crust gently into the pan and for the edges, lift and tuck under. Pinch to shape.
Repeat the process for the second pie, then cover both tightly with plastic wrap and put in the freezer to chill.
When the pumpkins are done, remove and let cool. Change the temperature on the oven to 400 degrees.
When pumpkins are cooled, take out the pie crusts to defrost for a bit (about 15 minutes), while you make the pie filling. Using a spoon, scoop out all the pumpkin from the skin. Mix until smooth.
Add the canned pumpkin, coconut milk, brown sugar, seasonings. Taste and adjust as you like.
In a separate bowl, beat the eggs and fold in, then using an electric mixer, beat together for a minute or so until well combined.
Pour pie filling equally into the crusts and bake for 35-40 minutes or until firm.
Cool before slicing.