In a large mixing bowl, whisk together the flour, sugar, and salt until well combined.
Add the cubed vegetable shortening to the bowl. Using a pastry cutter or a fork, cut the shortening into the flour mixture until it resembles coarse crumbs.
In a small bowl, whisk together the beaten egg, vinegar, and cold water. Gradually add this mixture to the flour and shortening mixture. Stir until the dough starts to come together.
Turn the dough out onto a lightly floured surface. Gather it into a ball and knead gently just until it holds together.
Flatten the dough into a disc, wrap it in plastic wrap, and refrigerate for at least 1 hour.
Once chilled, remove the dough from the fridge. On a floured surface, roll it out to about 1/8-inch thickness.
Carefully transfer the rolled-out dough to a 9-inch pie dish. Trim any excess dough and crimp the edges.
Your crust is ready for any filling! Pre-bake if needed or fill and bake according to your recipe.