For crust, combine flour and salt. Add shortening and cut in with pastry blender until dough resembles cornmeal. Add water one tablespoon at a time just until dough sticks together. Roll out on floured surface and place in greased 9 inch pie plate, crimping edges.
Preheat oven to 350°F.
For filling, fry onions in a skillet just until tender.
Place onions and cheese in pie crust.
In a medium bowl, combine milk, eggs, salt, flour and nutmeg. Whisk until smooth.