First, make the pie pastry. Set aside 1 teaspoon of the grated orange zest for use in the filling. Place flour, salt and remaining orange zest in the bowl of a food processor and pulse briefly to combine, or combine by hand in a large bowl. Add butter and pulse until the butter and flour are combined and the mixture resembles coarse meal, about 10 seconds. Alternatively, cut butter into flour using two table knives. Add orange juice and pulse just until the dough begins to come together. If dough is dry, add another tablespoon or two of juice or water. Remove from processor and gather dough into a flattened disc. Cover and refrigerate for 30 minutes.

Preheat oven to 400°F. Make the filling by whisking the sugar, flour, zest, orange juice, nutmeg and eggs together until blended completely. Stir in rhubarb and set aside.

Remove pastry from refrigerator. Divide the dough in half. Roll out one half and line a 9-inch pie plate with it. Spoon rhubarb filling into pie shell. Roll out the second half. Cut into 12 1-inch strips and form a lattice top over the filling by arranging six of the strips across the top of the pie, spacing them evenly apart. Place remaining strips across the top of the pie in the opposite direction. Press strips to edge to seal. Crimp or flute the edges. Brush lattice gently with milk. Bake for 50 to 60 minutes or until pastry is golden brown, rhubarb juices are bubbling and pie filling is lightly browned and set. If crust browns too quickly, cover the edge with foil. Let cool completely before cutting.