Preheat your oven to 350°F and lightly grease a small oven-safe pie dish or ramekin with a tiny bit of coconut oil.
In a medium mixing bowl, whisk together the Greek yogurt, egg, vanilla extract, sea salt, and half of the ground cinnamon until the mixture is completely smooth.
Pour the yogurt custard mixture into the prepared pie dish, smoothing the surface with a spatula.
Core and dice the apple into small, uniform bite-sized cubes.
Heat the coconut oil in a small skillet over medium heat and sauté the diced apples for 3-4 minutes until they are slightly softened and fragrant.
In a separate small bowl, stir together the rolled oats, chopped walnuts, maple syrup, and the remaining ground cinnamon to create the crumble topping.
Scatter the sautéed apples evenly over the yogurt base, then sprinkle the oat and walnut crumble across the top.
Bake for 22-25 minutes until the yogurt custard is set around the edges and the crumble topping is golden brown and toasted.