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To make the dough: Combine the sugar and zests in a medium-sized mixing bowl, and stir to combine.
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Add the flour and salt, and whisk until well-combined.
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Cut the butter into small chunks, and cut these into the dry ingredients; mix until the dough has a texture similar to rolled oats.
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Add the egg and egg yolks, mix for another 2 minutes, then add the water, and mix 2 minutes more.
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Take the dough out of the bowl, and use the heel of your hand to smear the dough on the surface until it comes together in small pieces. Press the pieces together.
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If necessary, sprinkle it with more water or flour to get a smooth consistency.
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Divide the dough into three pieces, forming each into a 4" disk. Wrap the disks, and refrigerate them for at least an hour before rolling.
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To form and bake the dough: Take one piece of dough out of the fridge, allow it to soften for about 5 to 10 minutes, until it's pliable, and roll it out to fit a 9" square (or 10" round) tart tin, preferably one with a removable bottom. If you don't have a tart tin, use a 9" pie pan.
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Prick the dough all over with a fork; fill it with pie weights or a pie chain; or line it with parchment paper, and fill it about half full with dried rice or beans. Chill the dough again before baking, if possible.
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Preheat the oven to 375°F.
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Bake the tart shell until the edges are golden, about 14 minutes. Remove the weights and return to the oven.
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Bake for 5 to 7 minutes, or until the bottom of the dough is set through and a light golden brown.
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Storage information: Store unbaked tart dough, well-wrapped, in the refrigerator for 2 days or in the freezer for up to 2 months.