First, prepare your apples; peel, core, and chop apples.
Add dark brown sugar, light brown sugar, unsalted butter, water, lemon juice, lemon, cinnamon and nutmeg in a large saucepan.
Bring to a gentle boil, then reduce heat. Simmer the apples for 5 minutes or until they are soft. Make sure not to overcook them as they will become mushy later.
Make the cornstarch slurry; combine cornstarch with water in a small bowl until smooth.
Add the cornstarch slurry to the apples, while stirring. Cook until thickened and the sauce coats the back of your spoon, for 1-2 minutes.
Remove the apples from the heat and stir in lemon zest.
Cool before use.
Notes
Always use tart apples. These apples have the least amount of pectin in them, and therefore they will hold shape during the cooking/baking. Also, the pectin in the apples increases the chance of them turning brown. If you wonder why apples turn brown so quickly, the high amount of pectin is the reason.