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For Dough:.
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Place two tablespoons warm water in small cup.
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Mix in yeast and let stand until yeast dissolves, about 6 minutes.
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Stir milk, sugar, butter (5 tablespoons), and salt in medium saucepan over medium-low heat just until sugar dissolves and butter melts (mixture should be just warm).
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Scrape milk mixture into large bowl; cool to lukewarm if necessary.
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Whisk yeast, eggs, orange zest (1 teaspoon) and spices (1/2 tsp cardamom and 1/4 tsp nutmeg) into milk mixture.
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Add 2 cups flour to liquid mixture and combine with rubber spatula until dough comes together.
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Turn dough onto floured work surface and knead until smooth and silky, sprinkling with more flour as needed, about 6 minutes.
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Place in clean large bowl and cover with plastic wrap and kitchen towel.
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Allow to rise until light and almost doubled in volume, about 2 1/2 hours.
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For Filling:.
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Melt 2 tablespoons butter in heavy medium skillet over medium-high heat.
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Add brown sugar.
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Cook until thick grainy sauce forms, about 1 minute.
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Mix in apples.
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Cook until apples are tender and sauce is reduced to glaze, tossing often, about 7 minutes.
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Mix in all zest (1 tsp orange, 1 tsp lemon) and spices (cinnamon, cardamom, and nutmeg).
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Cool filling at least 30 minutes and up to 3 hours.
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To assemble:.
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Place large sheet of foil on work surface; spray with nonstick spray.
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Turn dough out onto foil and roll out to 14 X 12 inch rectangle.
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Sprinkle cookie crumbs in 4-inch wide strip down center of dough, leaving 1/2 inch border at top and bottom.
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Arrange apples with any juices atop crumbs.
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Starting 1/2 inch from each long side of apples, cut straight to edge of dough at 1 inch intervals, making 13 strips on each side.
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Alternately, fold dough strips on a slight angle over filling forming a lattice.
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Seal open ends of dough.
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Slide foil with dough onto large rimmed baking sheet; trim foil overhang.
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Cover cake loosely with plastic wrap and towel.
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Allow to rise until light and puffy about 1 hour and 45 minutes.
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Preheat oven to 375 degrees F. Bake cake uncovered until golden brown, 30 to 35 minutes.
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Gently run spatula under cake to loosen from foil.
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Cool 30 minutes.
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For Glaze:.
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Mix powdered sugar and 2 tablespoons orange juice in a small bowel to blend, adding more juice by 1/2 teaspoonfuls if too thick.
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Drizzle glaze over cake.
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Cut crosswise into slices.
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Serve slightly warm or at room temperature.