In a medium bowl, whisk together the flour, sugar, and salt.
Cut in the shortening using a pastry blender until the mixture resembles coarse crumbs.
In a small bowl, whisk together the egg and cold water. Add to the flour mixture and gently work into a dough.
Shape into a ball, wrap, and refrigerate for 30 minutes.
Preheat oven to 350°F (175°C).
Roll out half of the chilled dough to about 1/8-inch thickness. Press into a 9x13-inch baking dish, covering the bottom and halfway up the sides.
Bake the crust for 20 minutes, until lightly golden. Remove and set aside.
In a large saucepan, combine peaches, lemon juice, and orange juice. Add butter and cook over medium-low heat until butter melts.
In a separate bowl, mix sugar, cinnamon, nutmeg, and cornstarch. Stir into the peach mixture until thickened.
Remove from heat and pour the filling into the baked crust.
Roll out the remaining dough to about 1/4-inch thickness. Cut into half-inch strips.
Arrange the strips in a lattice pattern over the peaches.
Sprinkle the top with sugar and drizzle with melted butter.
Bake for 35 to 40 minutes, until the crust is deeply golden and the filling is bubbling.
Let cool slightly before serving.