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Grease the bottom of a standard loaf pan - we do not recommend the disposable kind for this bread - with vegetable shortening.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
Combine the topping ingredients in a small bowl and set aside.
Sift together the flour, baking soda, baking powder, salt, cinnamon, and nutmeg.
In a large mixing bowl, combine the sugar, shortening, eggs, and vanilla. Beat until light and fluffy using a stand mixer or handheld mixer, about 1-1/2 minutes. Do not overbeat. Stir in sifted dry ingredients. Gently stir in the apples and walnuts using a wooden spoon.
Transfer the batter to the prepared loaf pan. Sprinkle the topping evenly over the batter.
Turn a rimmed baking sheet or empty cake pan upside down and lay it on the grill grate. Set the loaf pan with the batter on top. This keeps the bottom of the loaf from overcooking.
Bake for 50 minutes, or until the loaf is nicely browned and has begun to pull away from the sides of the pan. A wooden skewer or pick should come out clean when inserted in the middle of the loaf.
Transfer the pan with the bread to a wire rack for 10 minutes to cool. Run a table knife or thin-bladed spatula around the edge of the pan to loosen the bread. Gently turn out of the pan; finish cooling on the wire rack. Enjoy!