In a large bowl, whisk together flour, 3 tablespoons sugar, and salt. Add the frozen, cubed shortening and work it in with your fingertips or a pastry cutter until the mixture resembles coarse breadcrumbs with some pea-sized pieces remaining—this creates a tender, flaky crust. In a small bowl, whisk together the egg and ice-cold water until combined, then add this mixture to the flour and gently mix with a fork until the dough just comes together (don't overwork it). Form the dough into a disk, wrap in plastic, and refrigerate for at least 30 minutes while you prepare the filling.

While the dough chills, peel and slice the peaches into a large saucepan. Add the orange juice, lemon juice, and unsalted butter, then place over medium heat. Stir occasionally as the butter melts and the peaches release their juices (about 5-8 minutes). In a small bowl, whisk together 1.75 cups sugar, cornstarch, cinnamon, nutmeg, and lemon zest. Once the peach mixture is warm and the butter has melted, stir in the spice mixture and vanilla extract until fully combined. Continue cooking for another 2-3 minutes, stirring gently, until the filling thickens slightly. Remove from heat and let cool while you assemble the cobbler.

Preheat your oven to 350°F. On a floured surface, roll out half of the chilled dough to fit your baking dish (a 9x13 inch dish works well), then transfer it to the dish and prick the bottom with a fork. Bake this crust for 15-18 minutes until it's set but still pale—this pre-bake prevents a soggy bottom. Remove from the oven and pour in the cooled peach filling from Step 2. Roll out the remaining dough, cut it into ½-inch wide strips, and arrange them in a lattice pattern over the filling. I like to brush the strips with the melted butter and sprinkle them with a touch of sugar for a golden, caramelized finish. Bake for 35-40 minutes at 350°F until the crust is deep golden brown and the filling bubbles at the edges.