Blend flour, butter, and nutmeg like you would a pie crust. Scald the milk and cool. Combine the yeast and sugar and stir until mixture liquifies. Add the eggs (beaten), salt and the yeast mixture to the cooled milk. Pour this mixture over pie crust and mix. Chill overnight, dough will be sticky. Divide dough into 4 parts. Roll out to a rectangle. Using 2 cans pie filling, put 1/2 can down center of rectangle. Seal ends and fold over into thirds. Pat down to seal. Sprinkle top with a mixture of brown sugar, flour, and butter (nuts optional). Drizzle with powdered sugar frosting when cooled.