Special equipment: Large Skillet Baking Sheet & Parchment Paper Food Processor Grater Zester Rolling Pin Peeler Knife for slicing Cutting Board /strong Measuring Spoons & Cups Mixing Bowl Whisk Plastic Wrap Pastry Brush Pie Plate
Dough: Pulse flour, sugar and salt in a food processor until combined. Add shortening and butter and pulse until it resembles lumpy cornmeal. Beat egg and water together and pulse 2-3 times. Remove blade and bring dough together by hand. Divide in half, shape each into a disk and wrap in plastic wrap. Refrigerate 1 hour.
Filling: Add lemon zest and juice to a large bowl. Peel, core and cut apples into eighths. Toss with lemon, sugar, cinnamon and nutmeg.
Melt butter in large skillet over high heat. Add apples and cook, stirring until sugar dissolves, about 2 minutes. Cover, reduce heat to medium and cook until apples are soft and juicy, 15 minutes. Add vanilla, sprinkle flour over fruit and mix evenly. Cool.
Roll each dough disk on a lightly floured workspace into a 12-in. circle. Layer doughs between parchment paper; refrigerate 15 minutes.
Heat oven to 425 degrees F. Line 9-in. pie pan with 1 dough; trim so there is about 1/2 in. over edge. Mound filling slightly in center. Brush rim with some egg. Place other dough on top and trim as needed. Fold top dough under edge of the layer of bottom crust; press and flute to seal. Refrigerate 20 minutes.
Brush pie with egg and sprinkle with sugar. Cut 6 small slits in top. Bake pie on baking sheet for 15 minutes, then reduce temperature to 375 degrees F. Bake until crust is golden brown, 50 minutes more. Serve.