Whisk together flour, powdered sugar, and salt in a medium sized bowl. Add cubed butter and use a pastry cutter to combine. Work the butter into the dry ingredients until everything is evenly coated and it looks like course sand.
Add egg and vanilla and cut to combine. The dough will not come together in a big ball but if you pinch it together it should keep its shape.
Turn the dough to a lightly floured surface and use your hands to form the dough into a ball. It should come together easily, especially as the butter begins to soften. Flatten the dough into a disc shape and wrap tightly with plastic wrap. Place in refrigerator to cool for at least 1 hour.
When it is done chilling, take the dough out of the refigerator and roll it out on a lightly floured surface (you may need to wait ~10 minutes until you can roll it). You need it a couple inches wider and longer than your tart pan. It should be about 1/8" thick. Gently place the dough over the tart pan and press it down to make it even around all the sides. It needs to be very compact. Pay particular attention to the corners. Trim edges with a sharp knife. Cover tightly with plastic wrap and put it in the freezer for at least 30 minutes. This will prevent it from shrinking when it bakes. (See notes.)
Meanwhile, preheat your oven to 375 degrees F.
Take the tart out of the oven, remove the plastic wrap, and line with parchment paper. Place pie weights on top of the parchment (or dried bean, rice, etc). This prevents the crust from puffing up while baking. Bake for 25 minutes. Remove from oven and allow to cool.