Preheat oven to 400 degrees F.
Place chicken and oysters in casserole dish. In a saute pan, add butter and melt. Add celery and saute for 2 minutes. Stir in flour. Add broth, reserved oyster liquor, and cream, and stir until thickened. Add salt, pepper, nutmeg, lemon juice, and zest.
Roll out pie dough so it is slightly larger than the casserole dish. Pour sauce over chicken and cover with pie dough. Bake for 40 minutes.