Place all ingredients in a large mixer bowl and beat together. You may need to add a drop more oil or flour, depending on the consistency. (Instead of continuously rolling out the dough and using a glass to cut circles, I just formed small balls and pressed them down flat. It saved a lot of effort, and it made the hamantashen slightly thicker.)
Spoon a dollop of lemon pie filling in the center and pinch the corners to form a hamantash. Make sure to pinch corners really well!
Place on greased cookie sheets 1 inch apart, and bake for approximately 20 minutes. Let them cool, then use a small strainer to sprinkle confectioner's sugar on top.