Hi, I know Clinton St. Baking Company has pies but I think you have to order in advance.
An American friend of mine is ordering from another small start-up called Easy as Pie. She ordered from them last year (they were part of another bakery in JLT then) and was happy with both the pumpkin and pecan pie. I think they deliver to some areas though not sure where. Couldn't find a website for them but they do have an instagram account.
I also heard about another shop somewhere in Silicone Oasis, but don't know their name.
Good luck!
Sam