Instructions

 Line rimmed baking sheet with parchment paper. Roll 2 dough squares into 16 by 11-inch rectangles on floured counter; stack on prepared sheet, separated by second sheet of parchment. Cover loosely with plastic wrap and refrigerate until dough is firm but still pliable, about 10 minutes.
 Line second rimmed baking sheet with parchment. Roll 1 dough square into 15 by 12-inch rectangle and remaining 1 dough square into 20 by 9-inch rectangle on floured counter; stack on prepared sheet, separated by second sheet of parchment. Cover loosely with plastic and refrigerate until dough is firm but still pliable, about 10 minutes.
 Using parchment as sling, transfer chilled 16 by 11-inch dough rectangles to counter; discard parchment. Wipe sheet clean with paper towels and spray with vegetable oil spray. Starting at short side of 1 dough rectangle, loosely roll around rolling pin, then gently unroll over half of long side of prepared sheet, leaving about 2 inches of dough overhanging 3 edges. Repeat with second dough rectangle, unrolling it over empty side of sheet and overlapping first dough rectangle by ½ inch.
 Ease dough into sheet by gently lifting edges of dough with your hand while pressing into sheet bottom with your other hand. Brush overlapping edge of dough rectangles with water and press to seal. Cover loosely with plastic and refrigerate until firm, about 30 minutes.
 Using parchment as sling, transfer remaining 2 dough rectangles to counter. Using ruler and pizza wheel, fluted pastry wheel, or paring knife, cut smaller dough rectangle into seven 15-inch-long by 1½-inch-wide strips and larger dough rectangle into five 20-inch-long by 1½-inch-wide strips. Return strips to sheet, still on parchment. Cover loosely with plastic and refrigerate until firm, about 30 minutes.
 Meanwhile, adjust oven racks to lower-middle and lowest positions and heat oven to 375 degrees. Whisk sugar, tapioca, cinnamon, salt, and nutmeg together in large bowl. Add peaches and lemon zest and juice and toss to combine. Spread peach mixture evenly over dough-lined sheet.
 Remove dough strips from refrigerator; if too stiff to be workable, let sit at room temperature until softened slightly but still very cold. Space long dough strips evenly across length of pie. Fold first, third, and fifth strips back halfway from right to left. Lay 1 short dough strip across pie, perpendicular to second and fourth strips, keeping it snug to folded edges of dough strips, then unfold first, third, and fifth strips over top. Fold back second and forth strips in same direction, stopping just before vertical strip. Lay second short dough strip over top of first, third, and fifth strips, keeping it snug to folded edges. Unfold strips.
 Repeat process, weaving 2 more short dough strips over half of pie, until you reach edge of sheet, then repeat on opposite half of pie. Shift short dough strips as needed so they are evenly spaced over top of pie. (If dough becomes too soft to work with, refrigerate pie and dough strips until firm.)
 Trim overhang to ½ inch beyond edge of sheet. Pinch edges of bottom crust and lattice strips firmly together. Tuck overhang under itself; folded edge should rest on rim of sheet. Crimp dough evenly around edge of sheet. Brush surface with egg wash.
 Place large sheet of aluminum foil directly on lower rack (to catch any bubbling juices). Place pie on upper rack and bake until crust is deep golden brown and juices are bubbling, 1 hour to 1¼ hours, rotating sheet halfway through baking. Let pie cool on wire rack until filling has set, about 2 hours. Serve.