For the sauce: In a small saucepan, combine the wine, sugar, lemon zest, and lemon juice over medium-high heat. Bring the mixture to a simmer, stirring constantly until the sugar has dissolved. Cook until the liquid has reduced by half, 25 minutes. Remove the pan from the heat and stir in the nutmeg. Allow the sauce to cool for 30 minutes. Refrigerate for at least 1 hour before serving (can be made 3 days in advance).
To serve: Scoop the gelato into 4 dessert bowls and arrange the strawberries on top. Drizzle with the sauce and top with the crushed cookies.