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Combine the apples, lemon juice, sugar, flour, cinnamon, and nutmeg in a large bowl.
Roll the pie crust dough into two 11-inch circles. Fit one circle into a 9-inch pie plate (try not to stretch the dough), preferably glass. Brush with the apple jelly. Add the apple mixture.
Dampen the crust's edge with apple juice. Cover with the top crust, pressing the edges together to seal. Trim the pastry, and flute the edges if desired.
Make several small slits in the top crust with a paring knife. Lightly brush the top of the pie with the cream.
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 400F (High) and preheat, lid closed, for 15 to 20 minutes.
Bake the pie for 50 to 60 minutes, or until the apples are tender and the crust is golden brown. Cool on a wire rack. Serve warm or at room temperature.