When I was eating gluten, I would make my own pastry most of the time. The main exception would be puff pastry and filo pastry - both seem like far too much hard work, and the store bought versions are really good!
I really like Nigella Lawson's technique for making shortcrust pastry - rather than rubbing the butter into the flour, you cut the butter into chunks, put it in the flour, and put the whole lot in the freezer to get really cold (but not frozen solid). Then you blitz it together in a food processor, adding a little iced water to bring it together. It's so easy and makes really good pastry