Preheat the oven to 350°F (175°C) and line a large baking sheet with parchment paper.

In a medium mixing bowl, whisk together the rolled oats, whole wheat flour, cinnamon, baking soda, and sea salt.

In a separate large bowl, whisk the melted coconut oil and maple syrup until combined.

Add the egg and vanilla extract to the wet mixture and whisk vigorously until the emulsion is smooth.

Gradually incorporate the dry ingredients into the wet ingredients using a spatula until no dry flour streaks remain.

Fold the chopped walnuts into the dough until evenly distributed.

Using a tablespoon or cookie scoop, drop rounded portions of dough onto the prepared baking sheet, spacing them 2 inches apart.

Gently press down on each cookie to flatten slightly, as these cookies do not spread significantly during baking.

Bake for 10 to 12 minutes until the edges are firm and lightly golden.

Remove from the oven and allow to cool on the baking sheet for 5 minutes before transferring to a wire rack.