1. Hydrate corn husks in warm water for 2 hours minimum. Set aside.
2. Place shortening in bowl of a stand mixer and beat on medium speed until creamy and fluffy; about 3 minutes.
3. Add milks, water, 1 tablespoon of cinnamon, nutmeg, and corn flour. Continue mixing at medium speed, pausing a few times to scrape sides of bowl with a spatula; about 10 minutes.
4. Combine apples, sugar and 1 teaspoon cinnamon in a separate bowl. Stir to distribute ingredients evenly. Set aside.
5. Drain corn husks and pat dry. Hold corn husk with pointy side towards you. Scoop 1/4 cup of masa mixture on corn husk and spread with a spoon; leaving a 1-inch border on all sides.
6. Place 2 tablespoons apple mixture on center.
7. Fold one side of the corn husk over filling, then fold the other side, overlapping. Fold the pointed side up and turn over to keep it from unfolding. Repeat with remaining husks and masa.
8. Arrange tamales upright in a steamer. Fill with hot water right below rack and cook over medium-high heat.
9. Cover top of tamales with a layer of remaining husks and a damp towel; cover with lid, bring to a boil and reduce heat to medium, adding hot water as needed. Steam for 90 minutes or until when tested, corn husks peel off and masa separates easily form husk.