Place racks in the lower third and center of your oven and preheat to 425°F.
Roll out the pie dough and fit it into a 9-inch pie dish. Gently ease the dough into the dish and settle down so it's touching the sides smoothly (do not stretch it, or it will shrink back). Trim the overhang to 1/2 inch, then tuck it under and either flute the edge or crimp it simply with the tines of a fork. Refrigerate while you prepare the filling.
In a large bowl, whisk together the cornmeal, flour, and sugar. Whisk in the butter until evenly blended – it will look like very moist chunks. Whisk in the milk, lemon juice, vanilla, and eggs. Carefully pour into the prepared crust.
Place the pie on a parchment-lined baking sheet. Bake on the lower third rack for 10 minutes at 425°F (this sets the bottom to prevent a soggy crust)
Carefully transfer the pie to the center rack and lower the oven temperature to 350°F. Continue baking until the filling looks set and the middle barely jiggles when you gently shake the dish moved back and forth, about 30 to 40 minutes more. Check the periodically—if at any point the crust starts to brown too quickly, shield it with a pie crust shield or aluminum foil.
Place the pie on a wire rack. Let cool AT LEAST 2 hours before serving. Dust with powdered sugar, then slice and enjoy.
Notes
Use finely ground cornmeal for the smoothest filling; medium grind will add a little texture to the pie (and will still taste great).
You'll notice this recipe skips the blind baking—I found that if I started the pie at a higher temp on a lower rack, it wasn't needed, saving us all time and getting us to the chess pie more quickly.
Nutritional information will depend on the exact crust you use; the filling is calculated here.
TO STORE: Cover leftover chess pie and refrigerate for up to 3 days.
TO REHEAT: If you prefer to eat your leftover pie warm, gently reheat it in the oven at 325 degrees F until warmed through.
TO FREEZE: Cover the chess pie with plastic wrap and aluminum foil, then freeze it for up to 2 months. Thaw it in the refrigerator overnight before serving.