Grease a 9-inch pie dish very well, and preheat the oven to 350 degrees F.
Place the flour, sugar, baking soda and salt in a food processor and pulse several times.
Add the egg and vanilla, and then scatter small pieces of coconut oil over top. Pulse until the mixture forms a ball.
Press the dough evenly into a 9-inch pie dish, working the dough all the way up the sides. (For added ease, I like to press the dough ball into a flat disc first.)
With a fork, prick the crust several times over the bottom and sides, and then bake for 8-12 minutes. If you are baking again with a filling, bake the crust until the bottom is just dry. If you are adding a filling that does not require further baking, bake until the crust is lightly golden around the edges.