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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 high and preheat, lid closed, for 10 to 15 minutes.
Combine all ingredients except for pie dough and egg in a cast iron skillet.
Grill until the venison is dark brown.
Meanwhile, in a separate cast iron skillet or pie pan, place a layer of pie dough in the bottom of the pan.
Once the filling is brown, drain any grease and add to the pie crust pan.
Place another layer of pie dough over the filling and crimp the edges of the crust.
Beat the egg and brush over the top of the pie dough.
Place pie in grill for 25 to 35 minutes or until crust is done.
Let pie rest for 15 minutes before serving. Slice and serve. Enjoy!