Preheat oven to 400°F (200°C). Toss diced apples with 1 teaspoon of cinnamon and spread on a parchment-lined tray. Roast for 15 minutes until softened.
Remove apples from oven and reduce oven temperature to 350°F (175°C). Grease an 8x8 inch baking pan.
In a large mixing bowl, whisk together the rolled oats, vanilla protein powder, remaining 1 teaspoon of cinnamon, baking powder, and salt.
In a separate bowl, whisk the eggs, unsweetened applesauce, almond milk, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined.
Gently fold the roasted apples into the batter.
Spread the mixture evenly into the prepared baking pan, smoothing the top with a spatula.
Bake at 350°F (175°C) for 20 to 25 minutes, or until the center is set and the edges are lightly golden.
Allow to cool completely in the pan for at least 20 minutes before slicing into 9 equal squares.