Make the lemon filling: In a small saucepan, whisk lemon juice, zest, powdered sweetener, and egg yolks until smooth. Cook over medium-low heat, whisking constantly, until slightly thickened, 4–6 minutes.
Remove from heat and whisk in butter, salt, and xanthan gum if using. Let cool to room temperature; it will thicken as it cools.
Start the crust: In a mixing bowl, combine almond flour, coconut flour, powdered sweetener, baking powder, and salt. Add cold butter and cut it in with a pastry cutter or your fingers until the mixture looks like coarse crumbs.
Bring the dough together: Whisk the egg, vanilla, and lemon zest in a small bowl.
Stir into the flour mixture until a soft dough forms. If it feels dry, add 1–2 teaspoons cold water. Shape into a disc, wrap, and chill 20–30 minutes to firm up.
Preheat and prep: Heat oven to 350°F (175°C).
Line a baking sheet with parchment paper.
Roll the dough: Place the chilled dough between two sheets of parchment and roll to about 1/8 inch thick. Use a 3.5–4 inch cutter (or a glass) to cut circles. Gather scraps, re-roll, and cut again.
You should get 10–12 circles.
Fill and seal: Spoon about 1–1.5 teaspoons of lemon filling onto the center of half the circles. Brush edges lightly with egg wash. Top with the remaining circles and press edges to seal.
Crimp with a fork for a tight seal.
Vent and glaze: Cut a tiny slit on top of each pie for steam. Brush with egg wash.
Bake: Bake 14–18 minutes, until the pies are lightly golden around the edges. Keto crusts brown quickly, so keep an eye on them in the last few minutes.
Cool and finish: Cool on the sheet for 10 minutes, then move to a rack.
Dust with powdered sweetener if you like. The filling sets fully as they cool.