Preheat oven to 375 degrees Fahrenheit and grease an 8x8 inch baking dish.
In a large mixing bowl, combine the rolled oats, baking powder, cinnamon, nutmeg, and salt.
In a separate bowl, whisk together the milk, egg, maple syrup, melted butter, and vanilla extract.
Layer half of the diced apples in the bottom of the prepared baking dish.
Spread the dry oat mixture evenly over the apples.
Pour the liquid mixture over the oats, ensuring all dry ingredients are saturated.
Top the mixture with the remaining diced apples and chopped walnuts.
Bake for 35 to 40 minutes until the top is golden brown and the custard is set.
Let the bake cool for 5 minutes before slicing into 5 equal portions for storage or serving.