Mix lemon pie filling, whole wheat pastry flour, sugar, arrowroot powder, baking powder, and baking soda together in a bowl.
Whisk vegetable oil, orange zest, orange juice, lemon juice, and salt together in a separate bowl. Pour over lemon pie filling mixture; stir until dough is crumbly and moist throughout.
Drop 12 spoonfuls of dough 1 inch apart onto an ungreased baking sheet.
Bake in the preheated oven until lightly golden, about 10 minutes. Cool on the baking sheet for 5 minutes. Transfer gently to a wire rack; let cool until firm.