Preheat oven to 350 degrees. Thaw a (9" frozen unbaked pie shell) on counter while mixing rest of ingredients.
In a large bowl mix eggs, sugars, melted butter, rolled oats, milk, and vanilla until well combined.
Pour mixture into pie shell. Bake on bottom rack of preheated oven for 50 minutes or so until pie is cooked through and set. (very little giggle in center of pie)
Let rest on a cooling rack for one hour. Enjoy with a side of ice cream.