Put an oven rack in the center of the oven. Preheat the oven to 350 degrees F. Spray a 9 by 13 by 2-inch metal baking dish with vegetable oil cooking spray. Line the bottom and sides of the pan with parchment paper. Spray the parchment paper with vegetable oil cooking spray and set aside.
Filling: In a small bowl, mix together the jam and the apricots. Set aside.
Crust: In a large bowl, whisk together the flour, sugar, cinnamon, salt and baking soda. Stir in the oats and walnuts. Add the butter, egg and vanilla and stir until incorporated.
Using a fork or clean fingers, lightly press half of the crust mixture onto the bottom of the prepared pan. Using a spatula, spread the filling over the crust leaving a 1/2-inch border around the edge of the pan. Cover the filling with the remaining crust mixture and gently press to flatten. Bake until light golden, about 30 to 35 minutes. Cool for 1 hour. Cut into bars and store in an airtight container for up to 3 days.