Preheat the oven to 350 degrees F.
Stir together the oats, walnuts, coconut and salt in a large bowl to combine. In a separate bowl, lightly beat the egg, then stir in the milk, brown sugar and olive oil. Stir the wet ingredients into the dry ones and stir to combine. Add the apple and bacon to the mixture and stir to evenly distribute.
Pour the oat mixture into an 8-by-8-inch baking dish. Cover loosely with foil and bake in the center of the oven for 30 minutes. Uncover and bake an additional 30 minutes. Serve hot, scooped into bowls, or let cool completely to room temperature and cut into squares for serving.