Mix the ingredients: Add oats, cinnamon, baking powder and salt to a mixing bowl and stir to combine. Add the milk, applesauce, eggs, maple syrup and vanilla and stir very well to break up the eggs. Fold in apples and pecans.
Add to a casserole dish: Lightly grease a 9×13 inch baking dish and spread the oat mixture in it.
Chill the dish: Cover the casserole dish (you can use either plastic wrap or even a towel). Chill in the fridge overnight.
Bake the dish: The next morning, remove the dish from the fridge. Preheat the oven to 350°F. Bake until set and golden on top, about 35-40 minutes. Rest the casserole dish on a cooling rack for 5-10 minutes, then slice to serve.