You Could Look It Up

Q. I wonder which you think is best: Key Lime pie, Key lime pie, or key lime pie?

A. I’m actually partial to pecan, but if you’re asking about spelling, consult a dictionary: Merriam-Webster enters the term in lowercase, while noting that the “k” in “key” is often capped (because it derives from the Florida Keys, which you can discover under the separate entry for “key lime”). Chicago usually goes with first-listed terms in M-W, but either one is correct.

[This answer relies on the 17th edition of CMOS (2017) unless otherwise noted.]