In a microwave-safe bowl, combine the apples with the sugar, cinnamon, nutmeg, and lemon juice. Microwave for two and half minutes or until the apples are tender. Set aside to cool.
Cinnamon Greek Yogurt
In a small bowl, mix the Greek yogurt, honey, and cinnamon together. Set aside.
Cookie crumbs
Put the cookies in a food processor and pulse until finely ground.
Assemble
Layer the parfaits, starting with 2 tablespoons of cinnamon Greek yogurt, then a layer of apples, a drizzle of salted caramel sauce, cookie crumbs, and repeat (don't put the cookie crumbs on the last layer).
Top with vanilla ice cream, if desired, drizzle caramel over the top and sprinkle with cookie crumbs.
Serve immediately or loosely cover and chill until ready to serve.