To make the pie dough, mix together the flour, salt, and sugar in a large bowl.
Using a pastry cutter or your fingers, cut the cold butter into the flour mixture until it resembles coarse sand.
Pour the cold water into the bowl and stir with a fork until the dough comes together in a rough ball.
Turn the dough out onto a lightly floured surface and gently knead it a few times until it comes together in a smooth ball.
Wrap the dough in plastic wrap and refrigerate for at least 30 minutes, or up to 2 days.
Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
To make the filling, beat the cream cheese and sugar together in a medium bowl until smooth. Beat in the egg, lemon juice, and lemon zest until well combined.
On a lightly floured surface, roll out the pie dough to about 1/4 inch thickness.
Using a biscuit cutter or the rim of a glass, cut out the dough into circles. You should get about 8-12 circles, depending on the size of your cutter.
Place a spoonful of the cream cheese filling onto the center of each dough