Preheat your oven to 375°F (190°C) and lightly grease a baking dish with butter or non-stick spray.
In a large mixing bowl, combine the oats, ground cinnamon, nutmeg, and a pinch of salt. Stir together until evenly distributed.
Add the sliced apples to the dry mixture, tossing gently to coat the apple slices with spices.
In a separate bowl, whisk together the eggs, milk, vanilla extract, and melted butter until smooth and slightly frothy.
Pour the wet mixture over the oats and apples, then gently fold until everything is evenly coated and combined.
Transfer the mixture into the prepared baking dish, spreading it out evenly with a spatula.
Sprinkle an additional pinch of cinnamon and, if desired, a sprinkle of brown sugar on top for a caramelized crust.
Bake uncovered for about 35 minutes, until the edges are golden brown and the top is crispy and bubbling slightly.
Remove from the oven and let cool for a few minutes; the oatmeal will set further as it cools slightly.
Serve warm, optionally topped with yogurt, honey, or additional sliced apples for an extra touch.
Enjoy this comforting baked oatmeal as a wholesome breakfast that captures the flavors of fall.