Preheat the oven to 400 degrees F. Spray a 9-by-9-inch baking dish with cooking spray.
Place the apple halves, cut-side down, on a cutting board and slice in 1/8-inch intervals, making sure not to cut all the way through to the bottom. Arrange, cut-side down, in the prepared baking dish.
Melt the butter in a saucepan over medium heat. Stir in the oats, brown sugar, pecans, cinnamon, nutmeg and salt. Carefully fan the apple slices open and spoon the oat mixture on top. Gently push some of the mixture into the cuts using the handle of the spoon.
Cover the baking dish with foil and bake for 20 minutes. Remove the foil and continue baking until the apples are tender, 10 minutes more. Let cool for 5 minutes.
Serve the baked apples topped with vanilla ice cream.