Cut the top and bottom of the pumpkin, cut in half and remove all the seeds. Add oil to them and place in a foil lined rimmed baking sheet and roast at 400 F or 205 C for 40 minutes or until pumpkins are soft. Peel off skins or scrape off. Process in a food processor until completely smooth.
Combine whole milk, heavy cream, and granulated sugar in a large pot. Whisk together. Set pot over medium-high heat until simmering. Once it starts to simmer, immediately reduce heat to medium and slowly simmer whisking intermittently until it reduces down to 1.25 c or 300 ml, about 25 – 30 minutes.
In a food processor, add the flour, sugar and salt. Pulse a couple of times to get all dry ingredients incorporated. Add 1c butter cut into small cubes. Pulse until you get pea sized bits. Mix in ice water until it forms a cohesive dough. Flatten into a thick disk, wrap and chill for 20 minutes.
Roll out the dough to about a quarter of an inch thick. Place in pie tin, trim excess dough, and crimp the edges. Blind bake the pie crust at 400 degrees F for 15 - 18 minutes. Let cool.
Mix all filling ingredients in a bowl to make custard. Pour custard into prepared pie pan. Bake in 325 degree oven for 1 hr to 1hr 10 mins or until custard is completely set. Cool, and serve with whipped cream and fresh nutmeg.
