1. Grate peel of orange and lemon. Place in 3-quart glass casserole dish with cover. Squeeze juice from orange and lemon; add to grated peel in casserole. Add apples, butter, cinnamon and nutmeg. Toss to combine.
2. Cover with casserole lid. Bake in preheated 350°F oven 1 1/2 hours.
3. Remove from oven and let stand covered 30 minutes. Carefully remove lid. Stir to break up apples. Stir in Equal®. Serve warm. Refrigerate, covered, several hours before serving.