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 prefers lowercasing, noting that the "k" in “key” is often capped.

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