In large bowl, combine flour, sugar, yeast, salt and nutmeg. In medium-size bowl, whisk water, butter and egg. Add water mixture to flour mixture; stir until dough comes together. Transfer to floured work surface. Knead until smooth and elastic, about 5 minutes.
Oil large bowl. Transfer dough to bowl; turn to coat. Cover with clean towel. Let rise in warm place until doubled in volume, 45 minutes.
In medium-size bowl, stir together brown sugar, flour, salt and cinnamon. With fingertips, rub in butter until texture resembles coarse meal. Stir in chopped pecans.
In medium-size bowl, beat cream cheese, egg, flour and vanilla until smooth. Cover; refrigerate.
Punch down dough; let rest for 5 minutes.
Coat 10-inch springform pan with cooking spray. On floured surface, roll dough into 14-inch circle. Transfer to prepared pan; press over bottom and halfway up sides. Spread cream cheese mixture over dough in bottom of pan, but not up sides. Top with 1 cup pie filling; refrigerate remainder, covered, for ice cream topper at another time. Sprinkle with crumb topping. Cover pan with towel. Let rise 1 hour; edges of cake will come almost to top of pan.
Heat oven to 375°F. Uncover cake. Bake in 375°F oven 40 to 45 minutes, until crust is puffed and browned and center is crispy. Remove to wire rack. Remove side of pan. With 2 large spatulas, separate cake from pan bottom. Let cool on rack until almost room temperature. Cut into slices.