Place apple quarters in a heavy saucepan with cider and sugar. Bring to a boil over medium heat, stirring to dissolve sugar and prevent scorching. Continue to cook and stir until apples become mushy. Puree through food mill and stir in spices and lemon zest. Cool.
While apple puree cools, beat cream until it forms stiff peaks. Gradually add powdered sugar and blend well. Fold 1/2 cup of apple puree into whipped cream, then fold whipped cream into remaining apple puree.
Spoon into parfait glasses and chill thoroughly. Sprinkle top of each apple cream with nutmeg before serving.