Lightly brush a muffin tin with oil. Line each cavity with two sheets of wonton wrapper. Bake for 10-15 minutes at 350F. Take out of the oven and leave to cool.
Combine apples, water, brown sugar, butter, cinnamon, and nutmeg in a non-stick pan. Simmer for 15 minutes. Set aside and allow to cool.
Divide the filling between the wonton cups and serve.