Step 1: In a large skillet, melt 2 tablespoons of unsalted butter over medium heat. Add the diced apples, brown sugar, ground cinnamon, and nutmeg. Cook, stirring occasionally, for 8-10 minutes, or until the apples are tender-crisp but still hold their shape. They should be slightly softened, not mushy.
Step 2: Remove the skillet from the heat and stir in 1/4 cup of the caramel sauce. Allow the apple mixture to cool completely before assembling the trifle.
Step 3: In a large mixing bowl, beat the softened cream cheese with a hand mixer or stand mixer until smooth and creamy, about 2-3 minutes. Scrape down the sides of the bowl as needed.
Step 4: Add the powdered sugar and vanilla extract to the cream cheese. Beat until well combined and smooth, about 1-2 minutes.
Step 5: In a separate bowl, whip the heavy cream until stiff peaks form. Gently fold the whipped cream into the cream cheese mixture until no streaks remain. Be careful not to overmix, as this can deflate the whipped cream.
Step 6: Place half of the pound cake cubes evenly at the bottom of a 3-quart trifle dish or large glass bowl.
Step 7: Drizzle 1/4 cup of caramel sauce over the pound cake layer.
Step 8: Spoon half of the cooled apple mixture evenly over the caramel-drizzled cake.
Step 9: Spread half of the cream cheese mixture gently over the apple layer, smoothing it out with a spatula.
Step 10: Repeat the layers: the remaining pound cake cubes, another 1/4 cup of caramel sauce, the remaining apple mixture, and finally, the remaining cream cheese mixture.
Step 11: Cover the trifle dish loosely with plastic wrap and refrigerate for at least 4 hours, or preferably overnight, to allow the flavors to meld and the cake to absorb the moisture.
Step 12: Just before serving, drizzle the remaining caramel sauce over the top of the trifle. Garnish with chopped pecans or walnuts, if desired, for added crunch.