First, you'll need to prepare your caramel sauce. In a medium-sized heavy bottomed pot, heat water and sugar on HIGH heat and whisk just until the sugar is dissolved. It is extremely important that you have your stove on high heat or you run the risk of seizing up the sugar, turning it into a solid mess. Once sugar is dissolved, put the whisk to the side and start swirling the pot by the handle in circular motions. It's very important that you don't disturb the caramelization process too much and is why you'll need to swirl instead of whisk. Swirl constantly until the melted sugar turns a dark amber color, this will take about 5 minutes or so. The darker the amber color, the more intense caramel flavor you will have. After it turns dark amber, slowly and carefully pour in heavy cream. It will bubble up violently so you will need your whisk to whisk it very fast until it comes back down and it will start looking like caramel at this point. Remove from heat and stir in butter and vanilla. Allow to cool to room temperature before continuing. It will thicken up as it cools.
In a large bowl, beat cream cheese until smooth. Add granulated sugar, brown sugar, cinnamon and nutmeg and beat again until smooth. Stir in caramel sauce. Fold in cool whip. Add 1-2 tbs of heavy cream starting with one and increasing if needed to achieve a silky smooth but still thick consistency.
In a large skillet, melt butter on medium-low heat. Add apples and lemon juice and stir to coat them in butter. Cook for 10-15 minutes or until tender. After 5 minutes add brown sugar, cinnamon and nutmeg. You will notice as you keep cooking them, they will get a little dry, that is when you will add 1 tbs of water to keep them nice and gooey. Only use the water as needed. Once tender, set them aside to cool. Stir in remaining caramel sauce, about 1 1/2 cups.
Start layering the trifles starting with granola, then caramel apples, then cheesecake. Granola, caramel apples, cheesecake and so forth until you reach the top of your jar. You may have a small amount of cheesecake leftover, but that's never a bad thing! Top trifles with leftover caramel sauce.