Add sugar and lemon zest to a large bowl. Use your fingertips to rub the zest into the sugar for about a minute, until the sugar feels damp and smells fragrant.

Add eggs and whisk until pale and well combined. Whisk in the melted butter, milk, and vanilla.

In a separate bowl, sift together flour, baking powder, cinnamon, nutmeg, and salt. Add the dry ingredients to the wet ingredients and whisk just until smooth.

Preheat oven to 350°F.

Peel and core the apples. Slice them paper thin using a mandoline or sharp knife. Add apples to the batter and gently toss until well coated.

Line two loaf pans with parchment paper, leaving some overhang on the sides.

Divide the apple mixture evenly between the pans. Arrange the slices mostly flat, pressing them down and packing them tightly as you go. Pour any batter left in the bowl evenly over the apples.

Bake for 60-70 minutes, or until the tops are golden and the centers are set. If the tops are getting too dark before the centers are done, loosely cover them with foil.

Thin the caramel sauce with a small amount of warm water, adding just enough to make it easy to brush. Brush a thin layer over the tops of the cakes while they're still warm.

Let the cakes cool in the pans for about 20 minutes, then lift them out using the parchment. Carefully remove the parchment and transfer to a wire rack. Cool completely before storing or slicing.

Serve as is, or with a scoop of vanilla ice cream and an extra drizzle of caramel sauce. Enjoy!