TO ROAST THE pumpkin, preheat the oven to 375°F. Line a baking sheet with foil. Remove the stem from the pumpkin and scrape out the insides, discarding the seeds. Cut the pumpkin in half and lay the pieces cut side down on the prepared baking sheet. Rub canola oil all over the skin. Roast until fork-tender, about 1 hour. Let cool.
For the pie dough, combine the flour and salt in a large bowl. Add the butter and work with a pastry cutter or 2 knives until crumbly. Stir in just enough cold water (4 to 5 tablespoons) with a fork to make the flour slightly moist and form a rough dough. Divide the dough in half, shape each half into a ball, and flatten slightly. Wrap one ball in plastic wrap and refrigerate for 30 minutes.
With your rolling pin on a lightly floured surface, roll out the remaining dough ball to a 12-inch round. Fit into a 9-inch glass pie dish. Fold the overhanging dough under and crimp decoratively. Chill in the refrigerator for 15 minutes. If you’re using Pillsbury dough, which comes as two rolled-up rounds of dough in a box, each in a separate sleeve, roll out one round and place in a 9-inch glass pie dish.