In a shallow bowl, whisk egg whites and water. Sift together the confectioners' sugar, cinnamon, ginger, cloves, salt and nutmeg; place in another shallow bowl. Coat nuts in egg mixture, then dip in sugar mixture.
Transfer to a baking sheet coated with cooking spray. Bake at 250° for 45 minutes, stirring occasionally. Cool completely. Store in an airtight container.