Fire up your pellet grill and set the temperature to 400 °F.
Place your pie crust in a 9" pie dish, and place it in your grill for ten minutes.
Combine the pie filling ingredients while the pie crust is cooking.
Remove the crust from the grill after ten minutes, and pour the filling into the crust.
Lower the grill temperature to 350 °F, and return the pie to the grill.
Smoke the pie for 50 minutes.
Top the pie with whipped cream or others and get ready to indulge in the pumpkin pie.