Preheat the oven to 350 degrees F. Grease an 8 x 8 square baking dish and set aside.
In a large bowl, mix together the oats, protein powder, baking powder, salt, and cinnamon. Set aside. In another small bowl, whisk together the almond milk, egg, honey, applesauce, and vanilla extract.
Pour the liquid mixture over the oat mixture and stir to combine. Let it sit for 5 minutes. Stir in the peanut butter and mix until combined. Add the apples and stir again. Pour mixture into prepared pan. Top with sliced apples and cinnamon.
Bake for 35 minutes or until the top is golden and oatmeal is set. Let cool for 5 minutes and serve warm.