You probably mean etrog pie. I know people who make etrog jam and etrog liqueur. I have a jar of etrog jam in my fridge. Since the lulav and etrog were used for a mitzvah they should be treated with respect. Ideally, they should be used for another mitzvah .
Many people save their lulav until Passover and then use it to burn the chametz .
Some people stick cloves into their etrog and use it as the fragrant spice for the havdallah service on Saturday night. Thanks for your answer. Dear Dov, The story is told of a poor man, Shmelke, who lived in a small village. The town folks wanted to support him, but without him feeling like he was accepting charity. One day, a traveler approached the city and asked Shmelke what he was doing.