In a large bowl, gradually work the vegetable shortening into the flour with a pastry cutter until it resembles a coarse meal, 3 or 4 minutes. In a small bowl, beat the egg with a fork and then pour it into the flour/shortening mixture. Add the cold water, white vinegar, and salt. Stir together gently until all of the ingredients are incorporated.

Separate the dough in half. Form 2 evenly sized balls of dough and place both balls of dough into a large plastic bag. Using a rolling pin, slightly flatten each ball of dough (to about 1/2-inch thick) to make rolling easier later. Seal the bags and place them in the freezer until you need them. (If you will be using it immediately it's still a good idea to put in the freezer for about 15 to 20 minutes to chill).

When you're ready to use the dough to make a crust, remove from the freezer and allow to thaw for 15 minutes. On a floured surface, roll the dough, starting at the center and working your way out. Sprinkle some flour over the top of the dough if it's a bit too moist. If the dough is sticking to the countertop, use a metal spatula and carefully scrape it up and flip it over and continue rolling until it's about 1/2-inch larger in diameter than your pie pan.

With a spatula, lift the dough carefully from the surface of the counter into the pie pan. Gently press the dough against the corner of the pan. Go around the pie pan pinching and tucking the dough to make a clean edge.