Preheat your oven to 350°F (175°C) and lightly grease a small oven-safe baking dish or large ramekin.
In a medium mixing bowl, mash the ripe banana with a fork until mostly smooth.
Whisk in the egg whites, vanilla extract, and water until the mixture is well combined and slightly frothy.
Add the rolled oats, vanilla protein powder, ground cinnamon, sea salt, and baking powder to the wet ingredients, stirring until just incorporated.
Roughly chop the walnuts and fold half of them into the oatmeal batter.
Pour the mixture into the prepared baking dish and sprinkle the remaining walnuts evenly over the top.
Bake for 25 to 30 minutes, or until the center is set and the top is golden brown and fragrant.
Allow the oatmeal to cool for 5 minutes before serving to let the texture firm up.