Prepare the Crust: Preheat your oven to 375°F (190°C). Press the pie crust into a 9-inch pie dish. To prevent a soggy bottom, par-bake the crust by lining it with parchment paper, filling with pie weights or dried beans, and baking for 15 minutes. Remove the weights and paper and bake for another 5 minutes until lightly golden. Set aside.
Cook the Shrimp: If using raw shrimp, you can quickly sauté them in a pan for 1-2 minutes until just pink. Do not overcook. Roughly chop the cooked shrimp and set aside. If using pre-cooked shrimp, simply chop them.
Sauté the Vegetables: In a medium skillet, heat the olive oil over medium heat. Add the chopped onion, celery, and bell pepper. Sauté for 5-7 minutes, until softened and fragrant. Remove from heat and let it cool slightly.
Mix the Filling: In a large bowl, combine the mayonnaise, beaten egg, lemon juice, Worcestershire sauce, Old Bay seasoning, and black pepper. Whisk until smooth. Stir in the sautéed vegetables, chopped shrimp, breadcrumbs, and fresh parsley. Mix until everything is well combined.
Assemble the Pie: Pour the shrimp mixture evenly into the par-baked pie crust. Spread it out with a spatula to create a smooth, level surface.
Bake the Pie: Bake in the preheated 375°F (190°C) oven for 30-35 minutes, or until the filling is set and the top is golden brown and bubbly. If the top begins to brown too quickly, you can tent it loosely with aluminum foil.
Rest and Serve: Remove the pie from the oven and let it rest for at least 10 minutes before slicing and serving. This allows the filling to set properly. Garnish with additional fresh parsley if desired.