In a large saucepan, bring water to a boil. Add squash and return to a boil. Reduce heat; cover and simmer for 10 minutes. Drain. Place squash and sweet potatoes in a greased 13-in. x 9-in. baking dish.
In a small saucepan, combine the honey, orange juice, butter, orange peel, cinnamon and nutmeg. Bring to a boil, stirring constantly. Pour over squash and potatoes.
Cover and bake at 350° for 30 minutes, stirring occasionally. Uncover; stir in apples. Bake 30-35 minutes longer or until tender, stirring occasionally. Sprinkle with walnuts. Yield: 10 servings.