Light grill and set up for indirect heat, establish temperature at 350°F. Add one or two apple wood chunks to the hot coals. If you’re using a gas grill, use a smoke tube with apple pellets.
Place apples in a large mixing bowl and toss with lemon juice; then add in flour, cinnamon and nutmeg and mix thoroughly.
Pour apples into a greased cast iron skillet. Set the mixture aside.
In a large bowl, combine brown sugar, flour, oatmeal, caramel chips, pecans, cinnamon, baking powder and salt for the topping.
Using a pastry cutter or large fork, cut the cold butter into the topping mix.
Cover the apples with the topping mixture, and place the apple crisp on the grill over indirect heat.
Close the lid and bake until the apples start to bubble and the top becomes golden brown, about 45 minutes.
Remove from grill, serve warm with French vanilla ice cream and a drizzle of caramel sauce.