Line a 9 inch pie pan with the crust and fork the edge of the crust. Line the crust with a parchment round or a paper coffee filter and add pie weights, dry rice, dried beans to fill the crust about 2/3 full. Bake in a preheated 375°F oven for 20 minutes.
Stir egg and sugar together. Add lemon zest, lemon juice, and orange juice. Add heavy cream and stir to combine.
Pour liquid into parbaked pastry shell and bake at 300 degrees F for about 50 minutes until the center looks set.
Allow to cool to room temperature on cooling rack and store in refrigerator.