Heat the oven to 350°F (177°C). Set the 9-inch pie dish nearby so the crust mixture can go straight in once it is combined.
Pulse the graham crackers and macadamias in a food processor until they form coarse crumbs, then stir them with the sugar and melted butter in a medium bowl. The mixture should look sandy and damp, with no large hard chunks of cracker or nut remaining.
Press the crumb mixture across the bottom and up the sides of an ungreased 9-inch pie dish using moderate, even pressure. Use a flat-bottomed measuring cup to level the base, then round the bottom corner with a spoon so slices release without the crust crumbling.
Bake the crust for 8 minutes, then leave the oven on. It should smell buttery and citrusy from the nuts while remaining light in color.
Whisk the sweetened condensed milk, key lime juice, and egg yolks until smooth, then whisk in the lime zest and pour the filling into the warm crust. Mix only until unified to limit air bubbles; the filling should look glossy, pale yellow, and slightly thickened.
Bake for 18–20 minutes. The outer ring should look firm while the center gives a small, delicate wobble when the pie dish is nudged.
Cool the pie completely on a wire rack, cover it, and chill for at least 1 hour before serving. Chilling finishes the set, so the filling should slice smoothly instead of spreading across the plate.
Finish with the garnish of your choice before serving. A little zest, lime, macadamia, whipped cream, or meringue gives the pale filling welcome contrast.