Using a deep-dish, 9-inch pie plate, sprinkle the bottom with a little flour or fine corn meal to prevent sticking.
Roll out one chilled pie dough on a floured work surface to 12 inches in diameter. Carefully place the dough into pie plate, tucking it into the bottom edge with your fingers and making sure it is smooth.
Use a small sharp knife to trim excess dough 1-inch off the edges, and flute using your fingers or use a fork to create a decorative edge. Refrigerate while you prepare the filling.
Adjust oven rack to lowest possible position, and place a sheet pan on it. Preheat the oven (along with the sheet pan) to 425 F.
Toss the apple slices and lemon juice together in a large nonstick pan. Cover and cook over medium heat, stirring gently and often, until apples are tender when poked with fork but still hold their shape (about 10–15 minutes). Let cool while you work on the rest of the filling.
Place the sugar in a large bowl. Add both the citrus zests, and work together with your fingers or a fork until distributed evenly. Whisk in the cornstarch and Chinese five-spice powder.
Add all of the fruit, including the cooled apples, to the bowl with the sugar mixture. Add in the reserved orange juice and liqueur or rum, if using. Toss well to combine. Allow to sit for about 10 minutes.
Remove the chilled pie plate from the oven, and spoon in the fruit mixture, mounding slightly in the middle. Dot with the sliced butter.
Remove the remaining chilled pie dough from the refrigerator. Roll it out to about 12 inches diameter. Top filling with second shell, crimp edges, and cut several slits to allow steam to release during baking.
In a small bowl, whisk egg with a splash of water, and brush on top of crust with a pastry brush. Sprinkle with sugar if desired.
Chill the prepared pie for 30 minutes in the fridge or 15 in the freezer. Don’t skip this step!
Place the pie in oven on the hot sheet pan and bake for 15 minutes.
Reduce oven temperature to 375 F and place a pie crust shield on top (or use foil to create a rough one). Continue baking for 40–50 minutes, until crust is golden brown and filling is bubbling. Keep a close eye toward the end. The pie will be done when the fruit juices begin to bubble up through the vents.
Remove from oven and cool for at least 4 hours. This is essential for allowing the filling to set properly.
Serve, with vanilla ice cream if desired. The pie will last for up to five days covered in the refrigerator, and is suitable for breakfast (maybe without the ice cream).