IN A BOWL, COMBINE FLOUR AND SALT. CUT IN SHORTENING UNTIL MIXTURE RESEMBLES COARSE CRUMBS.
ADD WATER, A TABLESPOON AT A TIME, UNTIL A BALL OF DOUGH IS FORMED. ROLL OUT THE DOUGH TO FIT THE PIE PLATE. TRANSFER DOUGH TO PIE PLATE AND FLUTE THE EDGES. SET ASIDE.
MAKE THE PIE:
PREHEAT OVEN TO 350 DEGREES F. IN A LARGE BOWL, COMBINE MELTED BUTTER, EGGS, FLOUR, SUGAR, COCONUT, AND MILK. POUR INTO PIE SHELL. BAKE UNTIL FIRM, ABOUT 45 TO 60 MINUTES.