Preheat the oven to 350°F (175°C). Lightly grease an 8x8 or 9x9-inch baking dish.
In a mixing bowl, combine the milk, eggs, applesauce, maple syrup, and vanilla. Whisk until the mixture is smooth and uniform.
Add in the oats, baking powder, cinnamon, nutmeg, and salt. Stir until all components are fully incorporated.
Fold in the chopped apples and, if desired, the nuts.
Transfer the oat mixture to the prepared baking dish, spreading it out evenly.
Place in the oven and bake for 35 to 40 minutes, or until the top is lightly golden and the center is set.
Allow to cool slightly before serving. Enjoy warm, optionally with a splash of milk, cream, or a drizzle of additional maple syrup.