Heat oven to 350 F and grease a 13x9 baking dish.
In a medium bowl, whisk together flour, sifted, and cane sugar. Cut in butter until you are left with a coarse crumbly mixture. Mix in oats and nuts. Measure out one cup of the crumble and set aside for later. Press the remaining crumble mixture into the bottom of the greased baking dish. Bake for 15 minutes.
While the crust is baking. Beat together cream cheese, egg, lemon juice and lemon peel until well combined. Pour this mixture over the crust. Sprinkle the reserved crumble. Bake for 25 minutes.