Preheat oven to 350 degrees F. Grease a 9-inch glass pie plate with coconut oil.
Prepare the crust: In a medium bowl, use a fork to whisk together the egg, salt and honey. Add the almond flour and mix with a fork, then with your hands until dough forms. Transfer the dough to the prepared pie plate and flatten it with your hands, pressing it into the bottom and halfway up the sides of the pie plate. Do not pre-bake the crust.
Prepare the filling: In a large bowl, using a hand whisk, lightly whisk the eggs. Add the pumpkin, honey, pumpkin pie spice and vanilla and whisk until well-incorporated. Sift the coconut flour into the mixture, whisking it in, then stir in the coconut milk.
Using a rubber spatula, transfer the filling to the prepared pie crust. The filling will go fairly high, higher than the crust, almost reaching the top of the pie plate.
Bake until the center appears set and a toothpick inserted in it comes out just a little moist and free of batter. This can take anywhere from 45 to 60 minutes, depending on your oven. Start checking the pie after 45 minutes. If it's not set yet, continue baking, but loosely tent the edges with strips of foil if they seem to be getting too dark. (I actually find that I don't need to do that most times, because the filling reaches so high that the edges of the crust are not exposed.)
Cool the pie 2 hours on a cooling rack, then cover with plastic wrap and refrigerate 2 hours before slicing and serving. When ready to slice the pie, gently run a knife along the edges of the pie to help release it from the pan. Use a sharp cake knife to slice the pie, and firmly slide a cake server underneath each slice before you lift it up - almond flour pie crust is not as sturdy as regular pie crust, so slice and serve with care.
Store leftovers in the fridge in an airtight container, on paper towels to absorb extra moisture. Replace the paper towels daily.