Using a pastry blender, blend together flour, salt, sugar, and shortening. Add 1 beaten egg and milk to make pie dough. Using a floured countertop and rolling pin, roll 1/2 of dough to fit cookie sheet pan with sides, (11x17"- you can use the pan to help measure the correct size). Fold dough in fourths and lift to place in cookie sheet, opening up and press to edges of pan to fit.
Spread on 1 quart of pie filling*, your choice, leaving about 1" around edges without filling so you can seal the top crust to the bottom.
Roll remaining dough to make top crust. Fold dough again and lift to place on top of filling, sealing top to bottom edges by pressing together. Cut slits with a knife for steam to escape. Sprinkle top with sugar or cinnamon sugar (depending on filling). Bake at 375 for 30-35 minutes.
While still hot glaze with a powdered sugar glaze made of powdered sugar mixed with a little vanilla and milk to thin consistency. Drizzle over the top.