Set a rimmed baking sheet on the center rack and preheat the oven to 325°F. Place the unbaked pie shell in the refrigerator to keep it cold while you prepare the custard.
Warm the milk in a saucepan over medium-low heat until it’s steaming but not boiling, 3 to 5 minutes. Stir in the vanilla bean paste and cinnamon, turn off the heat, and let stand 5 minutes to infuse.
In a mixing bowl, whisk the eggs, sugar, and salt just until the sugar begins to dissolve and the mixture looks smooth (avoid whipping in too much air). Whisk in half of the nutmeg.
While whisking the egg mixture, slowly stream in the warm milk to temper. Pour the custard through a fine-mesh sieve into a large measuring jug. Tip: If any foam collects on top, skim it off for a smoother finish.
Slide the hot baking sheet out just enough to set the chilled pie shell on it. Carefully pour the strained custard into the shell. Return the sheet to the oven.
Bake at 325°F for 45 to 55 minutes, rotating the pie once halfway through. The custard is done when the edges are set, the center still has a gentle wobble, and an instant-read thermometer reads about 175°F in the middle. If the crust browns too quickly, loosely tent the rim with foil.
Turn off the oven, crack the door, and let the pie rest inside for 10 minutes. Move to a rack and cool completely (about 2 hours). Dust the top with the remaining nutmeg before slicing. For the cleanest cuts, chill 1 hour before serving.