Prepare grill for two-zone (or direct/indirect cooking). The temperature in the grill should be 350 degrees Fahrenheit.
Place chopped pecans in the bottom of the pie crust.
In a large mixing bowl combine the remainder of ingredients and mix well to incorporate. Pour the mix into the pecans slowly. Use as much of the filling as you can but not overflowing the pie crust. Some of the liquid will work itself around the pecans as it settles so you may top off the pie.
Cover the pie in aluminum foil and place in the grill for 30 minutes. After 30 minutes, remove the foil and finish for another 20 - 25 minutes or until you see the filling slightly caramelize.
Remove the pie and let it rest and cool on a cooling rack for at least two hours at room temperature. If you cut into the pie while it's still warm the pie may not set properly.
Serve with your favorite toppings, like smoked whipped cream or vanilla ice cream.