Mix flour and sugar together in a bowl. Cut in shortening with a pastry blender until mixture is crumbly. Mix in egg until combined. Add water, 1 tablespoon at a time, and knead until the pastry holds together. Form into a ball. Cover with plastic wrap and refrigerate until cold and firm, about 1 hour.
Cut ball in half; place each half on separate sheets of parchment paper. Flatten with your hand and cover with a second piece of parchment. Roll into 1/8-inch-thick crusts, flipping once, using a rolling pin. Peel off the top sheet of parchment. Fold 1 crust in half. Fold again into quarters; transfer to a pie plate. Unfold and fit into plate; peel off second layer of parchment.