Preheat your oven to 350°F (175°C) and lightly grease a 9×13 inch baking dish with cooking spray or butter.
Spread the apple pie filling evenly across the bottom of the prepared baking dish, making sure to distribute the apple pieces uniformly.
Drizzle the caramel sauce over the apple layer in a zigzag pattern, covering as much surface area as possible.
Sprinkle the cinnamon and nutmeg evenly over the caramel and apple layers to enhance the warm, fall flavors.
Evenly distribute the dry cake mix over the previous layers, ensuring complete coverage with no gaps.
Arrange the thin slices of butter across the entire surface of the cake mix, placing them as close together as possible to ensure even melting.
Scatter the chopped nuts (if using) across the top for added texture and flavor.
Bake uncovered for 40-45 minutes until the top is golden brown and the edges are bubbling with caramel goodness.
Allow to cool for at least 15 minutes before serving to let the caramel set slightly and avoid burns.
Serve warm with a scoop of vanilla ice cream or a dollop of whipped cream if desired.