MIX sugar, flour and cinnamon in large bowl. Add apples; toss to coat. Place in slow cooker.
COMBINE cookie crumbs, oats, nuts and butter; sprinkle over apple mixture. Cover with lid. Cook on HIGH 2 to 2-1/2 hours (or on LOW 3 to 5 hours).
BEAT pudding mix, nutmeg and milk in microwaveable bowl with whisk 2 min. Microwave on HIGH 2 min., stirring after each minute. Spoon over individual servings of dessert.