For the crust: Line a 9-inch pie pan with the All-Butter Easy Pie Dough. Dock the dough and refrigerate it for 30 minutes.
Preheat the oven to 350 degrees F.
Line the crust with parchment, fill it with pie weights or dried beans and bake it for 15 minutes. Remove the pie weights and the parchment and bake the crust for 5 to 10 minutes more, just until the raw-dough sheen goes away. Set the crust aside.
For the filling: Bring the chicken broth, Cajun spice, cayenne and butter to a boil in a large saucepan. Stir in the grits and whisk until combined. Reduce the heat to low and simmer until the grits thicken, 8 to 10 minutes.
Peel the potato; place it in a small saucepan filled with water and boil until it is fork-tender. Cool the potato and cut into 1/2-inch cubes.
And the Cheddar, bell pepper, jalapeno, corn, andouille and potato to the grits and stir until combined. Test the seasoning and add salt to taste.
In a small bowl, whisk the eggs together with the heavy cream and stir the mixture into the grits. Add the shrimp, stirring gently to distribute them evenly. Pour the mixture into the crust. Bake the pie for 35 to 40 minutes, or until the custard is set.
All-Butter Easy Pie Dough:
In the bowl of a food processor fitted with the blade attachment, pulse together the flour, salt, sugar and butter until the mixture resembles cornmeal with some pea-size pieces of butter remaining.
In a small bowl, stir together the ice water and the lemon juice. Slowly add the liquid to the flour mixture, pulsing, until the dough just comes together. Squeeze a small piece of dough between your thumb and index finger to make sure it holds its shape.
Turn the dough out onto a lightly floured surface and divide it in half. Gently turn over each piece of dough a few times so that any dry bits are incorporated. Form each piece into a loose disk, wrap in plastic and refrigerate for at least 20 minutes.