Step 1 Line a baking sheet with foil and set it on the middle rack of the oven; heat the oven to 450 degrees.
Step 2 Place the milk, eggs, sugar and vanilla in a mixing bowl. Whisk until the ingredients are thoroughly blended.
Step 3Warm the pastry shell on the baking sheet in the oven for 5 minutes.
Step 4Remove the baking sheet and shell from the oven and sprinkle 1 teaspoon of the nutmeg over the bottom of the shell. Whisk the custard to blend again, then pour through a fine sieve into the shell.
Step 5Set the baking sheet and pie in the oven and bake 10 minutes. Place a tent of foil over the pie, shiny side up. Reduce the temperature to 350 degrees and continue baking until the custard tests ready to remove using the jiggle test: Give a gentle shake to the pie, and the center (it can be an area as large as the center half of the pie) will jiggle like gelatin, rather than look wet and soupy--about 30 minutes more. Cool; then, if necessary, refrigerate until an hour or so before serving.
Step 6Just before serving, sprinkle the remaining 1/4 teaspoon nutmeg over the top.