Preheat the oven to 350°F (175°C).
Lightly spray a 9½-inch pie pan with nonstick spray and fit the frozen unbaked pie crust into the pan, pressing the dough against the sides.
In a mixing bowl, beat together the sugar, eggs, vanilla, and a dash of nutmeg until combined.
Add the milk to the egg mixture and whisk until the custard is smooth and uniform.
Pour the custard mixture into the prepared pie shell and lightly sprinkle a bit more nutmeg over the top.
Bake for about 45 minutes, or until the custard is set— the center should have a slight jiggle when you gently shake the pan.
Remove from the oven and let cool before serving; chilling improves slicing.