First you'll want to peel and dice your apples into small pieces and place them in a large mixing bowl. I like to use an apple peeler corer slicer to get nice uniform pieces. But dicing them by hand works well too.
Add cinnamon, nutmeg, corn starch, brown sugar and white sugar to the large bowl and stir or toss to coat the apples evenly.
In a skillet over medium heat melt the butter.
Add the apple mixture to the skillet and cook for 2-3 minutes until the juice of the apples begins to cook out.
Add in water and continue to cook, stirring frequently, for about 10 minutes over medium-high heat until the apples begin to caramelize and the liquid begins to thicken, then turn the heat down and continue to cook until the mixture is a deep golden brown.
Remove from heat and set aside while you make the cookie cups.
To make the cookie cups
First preheat the oven to 350.
Spray a muffin tin with cooking spray or grease it with butter.
Scoop dough into the bottom of the muffin cups in about 1 ½ tablespoon size scoops. Press the dough in the bottom of the muffin cup and up the sides about ¾ of the way to the top creating a little cup. The dough will appear to be pretty thin but will thicken when it bakes.
Place the muffin pan in the oven for about 12 minutes or until the edges are a light golden brown. The center of the cookie cups will puff up but as they cool it will sink back down.
Remove from the oven and allow to cool in the pan for about 10 minutes.
Using the tip of a sharp knife gently loosen the edges of cookies and remove from the pan to cool completely.
Scoop the apple mixture into the center of each cookie cup and fill.
Store leftovers in an airtight container in the refrigerator.