In top of double boiler, place caramels and half and half; melt caramels over boiling water, stirring often until smooth. For crust, stir together 3 cups flour, salt and 1/4 cup sugar; cut in butter. Combine oil, cold water and egg; stir into flour mixture, stirring to form dough. Divide dough into thirds; roll out and place each in a pie pan. Filling: divide apples among pie pans. Stir together 1 cup flour, 2 cups sugar and lemon rind; sprinkle over apples. Drizzle with lemon juice. Topping: beat cream cheese, 1/3 cup sugar and egg in mixing bowl. Spoon caramel sauce over pie in strips. Place cream cheese topping between caramel strips. Sprinkle chopped nuts over all. Bake 3 pies.