Heat oven to 350°F. Grease an 8- or 9-inch square baking dish.
Whisk milk, applesauce, maple syrup, vanilla, and 2 tbsp melted butter in a large bowl.
Stir in 2 1/4 cups oats, baking powder, 1 1/2 tsp cinnamon, nutmeg, and salt until combined.
Fold in chopped apples and walnuts. Spread the mixture evenly in the prepared dish.
Combine 3/4 cup oats, flour, brown sugar, and 1/2 tsp cinnamon in a bowl. Drizzle in 3 tbsp melted butter and toss to form crumbles.
Scatter crumble evenly over the oatmeal base. Bake until set and golden, 35–40 minutes.
Let rest 10 minutes. Serve warm, plain or with yogurt or a drizzle of maple syrup.