In a large sauté pan over medium-high heat, melt the butter and add the apples, nutmeg, cinnamon, salt and lemon juice. Cook until tender, about 3-5 minutes. Stir the brownulated sugar and brandy into the apples, tip the pan away from you and carefully light on fire with a long lighter. Let the alcohol cook off, about 1 minute.
In a bowl, layer the apples, a palmier cookie, a scoop of ice cream, another palmier cookie, a drizzle of caramel sauce and some whipped cream.