When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to smoke and preheat, lid closed, for 10 to 15 minutes.
Combine the sugar, lemon juice, lemon zest and salt in a a bowl and mix to combine. Pour mixture onto a baking sheet, place in preheated grill and smoke for 30 minutes.
Remove from grill, allow to cool and turn temperature up to 350 degrees F.
On a well-floured surface roll out pie dough until approximately 1/8" thick. Gently roll the pie dough around your rolling pin and transfer to pie plate. Fit the dough inside the pie plate then crimp the edges. Freeze for at least 30 minutes.
In a small bowl, combine 1 egg with the heavy cream. Using a pastry brush, brush the edges of the pie with the egg wash. Place a piece of parchment on the pie, followed by a piece of tin foil.
Fill the pie with pie weights and bake for about 15 to 18 minutes or until crust is cooked through. Carefully remove pie weights, tin foil and parchment paper and allow the pie crust to cook for about 5 minutes or until the edges begin to turn golden brown. Allow the pie crust to cool while you make the rest of the pie.
For the filling: In a large bowl, combine 3 eggs, 3 egg yolks (saving the egg whites for the meringue) and smoked ingredients from above. Whisk well to thoroughly combine.
Fill a medium sized pot with 3 inches of water and bring to a simmer over medium heat. Place the bowl on top and cook lemon filling for about 8 to 10 minutes or until the lemon mixture coats the back of a spoon, whisking constantly. Remove lemon filling from heat and whisk in butter.
Pour lemon filling into the prepared pie crust and bake for about 20 minutes or until the filling is just set (it will jiggle slightly). Cool to room temperature then refrigerate overnight.
Make the meringue by combining the reserved eggs whites with the remaining sugar in a medium sized pot. Place over medium heat and cook for about 2 to 3 minutes until mixture is warm and sugar has dissolved.
Carefully pour the mixture into a stand mixer and beat on high with the whisk attachment until the egg whites are white and fluffy. Add vanilla extract and beat until just combined.
Assemble the pie by either piping on the meringue or spreading on top. Using a kitchen torch or your oven broiler, brown the top of the meringue. Serve immediately.
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