Set a medium saucepan over the stove and pour in the non-dairy milk. Mix together the sugar, cornstarch, agar, and salt in a separate bowl before adding the mixture to the pot, whisking vigorously to break up any lumps.
Cook over medium heat, whisking frequently and taking care to scrape the bottom and sides of the pot, preventing anything from sticking and burning.
Bring the mixture up to a boil, at which point the pudding should seem considerably thicker. Add the vanilla extract and continue cooking for 2 more minutes.
Turn off the heat, letting it stand for 5 minutes before transferring to your prepared pie crust.
Allow the filling to come to room temperature before moving into the fridge. Thoroughly chill for at least 2 hours until it has fully set to a sliceable consistency.