We use deep narrowband CaHK (F395N) imaging taken with the Hubble Space Telescope (HST) to construct the metallicity distribution function (MDF) of Local Group ultra-faint dwarf galaxy Eridanus II (Eri II). When combined with archival F475W and F814W data, we measure metallicities for 60 resolved red giant branch stars as faint as m(F475W) similar to 24 mag, a factor of similar to 4x more stars than current spectroscopic MDF determinations. We find that Eri II has a mean metallicity of [Fe/H] = -2.50(-0.07)(+0.07) sigma([Fe/H]) = 0.42(-0.06)(+0.06), which are consistent with spectroscopic MDFs, though more precisely constrained owing to a larger sample. We identify a handful of extremely metal-poor star candidates (EMP; [Fe/H] < -3) that are marginally bright enough for spectroscopic follow-up. The MDF of Eri II appears well described by a leaky box chemical evolution model. We also compute an updated orbital history for Eri II using Gaia eDR3 proper motions, and find that it is likely on first infall into the Milky Way. Our findings suggest that Eri II underwent an evolutionary history similar to that of an isolated galaxy. Compared to MDFs for select cosmological simulations of similar mass galaxies, we find that Eri II has a lower fraction of stars with [Fe/H] < -3, though such comparisons should currently be treated with caution due to a paucity of simulations, selection effects, and known limitations of CaHK for EMPs. This study demonstrates the power of deep HST CaHK imaging for measuring the MDFs of UFDs.