Preheat the oven to 350°F. Grease a 9x9-inch baking dish or line it with parchment paper.
In a large bowl, combine the oats, cinnamon, baking powder, and salt.
In another bowl, whisk together the milk, egg, vanilla extract, applesauce, and maple syrup.
Pour the wet ingredients into the dry ingredients and stir until combined. Fold in the diced apple.
Pour the oatmeal mixture into the prepared baking dish and spread it out evenly. If using, sprinkle the chopped nuts on top for some added crunch. Cover with a layer of foil, this will help keep the steam in and prevent the top from drying out.
Bake for 35-40 minutes, or until the top is golden brown and the oatmeal is set. A toothpick inserted into the center should come out clean.
Let the baked oatmeal cool slightly before slicing. You can serve with a quick powdered sugar sprinkle, or glaze (1/4 cup powdered sugar and 1 -2 tsp milk).