Preheat the oven to 375°F. Cut the pumpkin in half, remove the seeds and fibers, brush with oil, season with salt, and place cut-side down on a lined baking sheet.
Roast for 50 to 60 minutes, until tender. Scoop out the flesh, blend until smooth, and pass through a fine sieve. Measure 2 cups pumpkin purée.
Mix the flour, sugar, and salt. Cut in the cold butter, add ice water gradually, form a disk, wrap, and chill for 20 minutes.
Roll the dough and fit it into a 9-inch pie dish. Tuck and crimp the edges, then chill the shaped crust.
Whisk together the pumpkin purée, eggs, condensed milk, pumpkin pie spice, and remaining salt until smooth. Avoid vigorous whisking.
Pour the filling into the crust. Bake at 425°F for 15 minutes, then reduce to 350°F and bake for 30 to 35 minutes more.
Cool completely before refrigerating and slicing. Serve with whipped cream or vanilla ice cream.