Chill all ingredients, including the flour and vinegar. Combine the flour, salt and sugar. Cut in shortening with a pastry blender until the mixture resembles cornmeal. In another bowl, mix water and vinegar with the beaten egg. Add the liquid mixture, 1 tablespoon at a time, to the flour mixture, tossing with a fork to form a soft dough.
In saucepan combine sugar, cornstarch, and salt. Gradually stir in water. Cook and stir until thickened and bubbly. Reduce heat, cook and stir 2 minutes more. Remove from heat. Gradually stir 1 cup hot mixture into yolks. Return mixture to saucepan, bring to a gentle boil. Cook and stir 2 minutes more. Remove from stove. Stir in butter, orange peel and orange juice.
Turn into pastry shell. Refrigerate.
Meanwhile prepare next layer by combining cream cheese and powdered sugar until well blended. Beat in the whipped topping until light and fluffy. Spread over orange filling.
Top with whipped topping and sprinkle with shredded coconut as desired. Chill until serving.