Preheat your oven to 350°F (175°C) and lightly grease a small oven-safe ramekin or baking dish with a touch of coconut oil.
In a medium-sized mixing bowl, whisk together the Greek yogurt, vanilla protein powder, egg, and vanilla extract until the mixture is completely smooth and combined.
Core and thinly slice the apple, then layer the slices evenly into the bottom of the prepared baking dish.
Pour the yogurt mixture over the sliced apples, using a spoon to spread it into an even layer that completely covers the fruit.
In a separate small bowl, stir together the rolled oats, chopped walnuts, maple syrup, melted coconut oil, ground cinnamon, and sea salt until the oats are well coated.
Sprinkle the oat crumble mixture evenly over the top of the yogurt layer.
Place the dish in the oven and bake for 25 to 30 minutes, or until the yogurt custard is set and the crumble topping is golden brown and fragrant.
Remove from the oven and let the dish cool for at least 5 minutes to allow the custard to firm up before serving.