Prepare the pie crust: In a large bowl, whisk together flour, sugar, and salt. Cut in cold butter using a pastry blender or your fingertips until the mixture resembles coarse crumbs with some pea-sized pieces of butter remaining.

Gradually add ice water, 1 tablespoon at a time, mixing until the dough just comes together. Divide the dough in half, flatten into two discs, wrap in plastic wrap, and refrigerate for at least 30 minutes.

Preheat oven to 400°F (200°C). On a lightly floured surface, roll out one disc of dough into a 12-inch circle. Carefully transfer to a 9-inch pie plate. Trim and crimp the edges as desired. Set aside.

Prepare the rhubarb filling: In a large bowl, combine chopped rhubarb, sugar, cornstarch, lemon zest, and lemon juice. Toss gently to coat the rhubarb evenly. Pour the rhubarb mixture into the prepared pie crust.

Prepare the custard: In a separate bowl, whisk together eggs and sugar until smooth. Gradually whisk in heavy cream, vanilla extract, and nutmeg until well combined. Carefully pour the custard mixture over the rhubarb filling in the pie crust.

Bake: Place the pie on a baking sheet (to catch any potential drips). Bake for 15 minutes at 400°F (200°C). Reduce oven temperature to 350°F (175°C) and continue baking for another 30-35 minutes, or until the custard is set and the crust is golden brown. If the crust edges start to brown too quickly, cover them with aluminum foil.

Cool: Let the pie cool completely on a wire rack for at least 2-3 hours before slicing and serving. This allows the custard to fully set.