Preheat oven to 350°. In a small bowl, combine butter, minced rosemary, orange peel and 1/8 teaspoon pepper. With fingers, carefully loosen skin from the chicken; rub butter mixture under the skin. Brush chicken with orange juice. Sprinkle salt and remaining pepper over chicken and inside cavity.
Place one onion and half of the apple inside the cavity. Tuck wings under chicken; tie drumsticks together. Place breast side up on a rack in a roasting pan. Arrange carrot, celery, thyme, parsley, bay leaves, rosemary sprig and remaining onion and apple around chicken. Pour wine into pan.
Bake, uncovered, 1-1/4 to 1-1/2 hours or until a thermometer inserted in thigh reads 180°, basting occasionally with drippings. Cover loosely with foil if chicken browns too quickly. Cover and let stand 15 minutes before slicing.
For gravy, pour drippings and loosened browned bits into a measuring cup. Skim fat. Add enough broth to the drippings to measure 1 cup. In a small saucepan, melt butter. Stir in flour until smooth; gradually add broth mixture and nutmeg if desired. Bring to a boil; cook and stir 2 minutes or until thickened. Serve with chicken. Yield: 4 servings.