To make the pastry, sift flour and salt into a large mixing bowl. Using your fingertips, rub butter into the flour until it resembles breadcrumbs. Mix in the icing sugar. Add egg yolk and enough water to bind the dough. Knead lightly and rest the dough in the refrigerator for 30 minutes.
Preheat oven to 180°C. Grease a spring-form pie pan. Roll dough out until it becomes circular, then wrap around a rolling pin.
Bring the dough over the pan, then unroll it loosely onto the pan. Press the dough over the bottom or base and into the seams of the pie pan.
Roll the rolling pin over the top of the pan, pressing down firmly with your hand to cut off excess dough at the edges. Next, refrigerate the pan, covered in plastic wrap for 20 to 25 minutes.
To bake blind, prick bottom of pie shell with a fork (this is to allow air to escape during baking). Line the pastry with parchment paper and fill with baking beans. Bake at 180°C for 10 minutes, remove the paper and beans, and return the pan to the oven to bake for another eight to 10 minutes or until the pastry at the base is dry. Leave the crust to cool on a wire rack.
To prepare the filling, warm the thick cream in a small saucepan over a gentle heat. Whisk the eggs, sugar and combined orange and lemon juice in a mixing bowl. Pour the warm thick cream into the egg mixture. Strain the mixture through a fine sieve. Stir in grated orange and lemon rind. Gently pour mixture into the prepared pastry pan.
Bake in preheated oven at 170°C for 45 to 50 minutes or until filling is just firm to the touch. After it is baked, the pie will look soft. Allow the pie to cool completely, then refrigerate for two to three hours or preferably overnight until the filling is firm enough to cut.
(This pie is delicious served with whipped cream. Alternatively, you can serve it garnished with a light dusting of icing sugar.)