For filling: In a saucepan, melt butter. Stir in flour until creamy and smooth. Add brown sugar, cinnamon and nutmeg. Mixture will be sugary and grainy (don't get this mixture too hot or it will get hard). Stirring frequently, add apples and cook over low/medium heat until apples are tender, approximately 10 minutes. Remove from heat and stir in nuts. Cool apple mixture.