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 quarter 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, one third 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.