Prepare and chill the dough. Set a rack at the middle level of the oven and preheat to 350 degrees. Use a large nail or an ice pick to puncture one of the three eyes on the coconut (only one can be punctured so you will need to try each until you find it). Drain the coconut milk out over a bowl. Strain it to remove any flecks of shell and reserve it. Place the coconut on the oven rack and bake it until it cracks, about 10 to 15 minutes. Remove the coconut from the oven and let it cool slightly. Remove shell (it will come away easily), then cut the coconut meat into 8 or 10 pieces. With a vegetable peeler, remove brown skin. Coarsely grate 1 cup coconut, either by hand or in the food processor, and reserve it for the filling. Process the remaining coconut until it is very fine. In a large saucepan over low heat, scald the milk until there are bubbles around the edges. Add the finely processed coconut. Remove from the heat and allow the mixture to cool completely. Pour it through a fine strainer into a bowl; press coconut to extract as much moisture as possible. In 3 or 4 batches, place coconut in the corner of a clean dish towel and wring out over bowl to extract all remaining liquid. (If you wish, you can toast the wrungout coconut, though it will have very little flavor remaining after soaking in the milk.) Measure the coco nut flavored milk and add more milk, if necessary, to make 2 cups. (This may be done earlier in the day or even the day before and set aside tightly covered in the refrigerator.) Pour into a bowl and whisk in sugar, eggs, vanilla and nutmeg and the reserved coconut milk. Stir in the reserved coarsely grated coconut. Set a rack in the lowest level of the oven and preheat to 350 degrees. Roll out the dough for the bottom crust and arrange in pan. Pour filling into pie crust. Bake the pie for about 45 minutes, until the crust is baked through and the filling is set, but not over-cooked. After the pie has baked for 30 minutes, check it frequently so it does not over-cook. Once the pie is wobbly textured when the pan is gently shaken, remove it from the oven; it will continue to cook for a few minutes longer after it is removed from the oven. If the pie is over baked, it will be heavy and watery. Cool the pie on a rack. OLD FASHIONED CUSTARD PIE: Omit coconut. Add half cup heavy or light cream to the milk. Mix sugar with 1 teaspoon cornstarch before adding to milk. Bake as above.