Preheat oven to 350 degrees. In a large bowl combine the whole wheat flour, oats, brown sugar, cinnamon, salt, baking soda and walnuts. Add in the applesauce, diced apple and egg. Mix ingredients thoroughly until combined. Scoop out dough with a 1/4 measuring cup onto a greased cookie sheet to form 10 cookies. Press dough of each cookie down slightly with fingers. Bake for 15 minutes, or until the tops no longer appear wet. Let set on baking sheet a few minutes and then transfer to a cooling rack.