Step 1: In a large bowl, whisk together the instant vanilla pudding mixes and 4 cups of cold milk until smooth. Let it sit for 5 minutes to thicken, then place it in the refrigerator to chill for at least 15-20 minutes, or until fully set.
Step 2: In a separate bowl, beat the softened cream cheese and powdered sugar together until light and fluffy. Gently fold in half of the thawed whipped topping until well combined, creating a creamy cheesecake-like layer. Set aside.
Step 3: In another bowl, combine the apple pie filling with cinnamon and nutmeg, if using. Stir gently to incorporate the spices. This enhances the fall flavor profile.
Step 4: Prepare your trifle bowl. If your shortbread cookies are large, roughly chop them into bite-sized pieces or crumble them. You want a mix of texture.
Step 5: Begin assembling your trifle. Place about one-third of the chopped/crumbled shortbread cookies evenly at the bottom of a large (3-4 quart) trifle bowl.
Step 6: Spoon half of the prepared vanilla pudding mixture over the cookie layer, spreading it out gently.
Step 7: Carefully spread half of the spiced apple pie filling over the pudding layer.
Step 8: Drizzle about 1/3 cup of the caramel sauce evenly over the apple layer.
Step 9: Spread half of the cream cheese/whipped topping mixture (from Step 2) over the caramel layer. Top this with another third of the shortbread cookies.
Step 10: Repeat the layers: the remaining vanilla pudding, the remaining apple pie filling, another 1/3 cup of caramel sauce, and the remaining cream cheese/whipped topping mixture.
Step 11: Finish the trifle with the last third of the shortbread cookies. Drizzle generously with the remaining caramel sauce and optionally garnish with extra cookie crumbs or a sprinkle of cinnamon.
Step 12: Cover the trifle with plastic wrap and refrigerate for at least 4 hours, or preferably overnight, to allow the flavors to meld and the layers to set perfectly. The longer it chills, the better it tastes!