In a small bowl, beat shortening and sugar until crumbly, about 2 minutes. Beat in egg white until combined. Combine the flour, baking soda, cinnamon, salt and nutmeg; add to shortening mixture just until combined. Fold in apple and pecans (batter will be thick).
Divide between two 8-ounce ramekins or custard cups coated with cooking spray. Bake at 325 degrees for 28-30 minutes or until a toothpick comes out clean.
In a small microwave-safe bowl, combine the sugar, cornstarch and water until smooth. Microwave, uncovered, on high for 2–3 minutes or until thickened, stirring every 30 seconds. Stir in lemon juice and butter until blended. Spoon over warm cakes.