Preheat your oven to 375°F (190°C) and lightly grease a small oven-safe baking dish or large ramekin with a touch of coconut oil.
In a medium-sized mixing bowl, whisk together the Greek yogurt, egg, and vanilla extract until the mixture is completely smooth and well-combined.
Core and dice the apple into small, uniform bite-sized pieces, then fold exactly half of the apple pieces into the yogurt base.
In a separate small bowl, prepare the crumble by mixing the rolled oats, chopped walnuts, maple syrup, melted coconut oil, cinnamon, and sea salt until the oats are well-coated.
Pour the yogurt and apple mixture into the prepared baking dish, smoothing the top with a spatula.
Scatter the remaining diced apples over the yogurt layer, then sprinkle the oat crumble mixture evenly across the top.
Bake for 25 to 30 minutes until the yogurt is set around the edges and the crumble topping has turned a deep golden brown.
Remove from the oven and let it sit for at least 5 minutes to firm up before enjoying this warm, high-protein treat.