In a medium bowl or jar, stir together the oats, milk, Greek yogurt, applesauce, chia seeds, flaxseed, maple syrup, vanilla, cinnamon, and nutmeg until well combined.
Divide the oat mixture between two jars or containers. Cover and refrigerate for at least 4 hours, preferably overnight.
Add the diced apple, maple syrup, cinnamon, vanilla, nutmeg, and water to a small skillet over medium heat. Cook for 5-8 minutes, stirring occasionally, until the apples are soft and syrupy. Remove from the heat and transfer the apples to a small bowl to cool.
Using the same skillet, add the pecans, oats, maple syrup, and cinnamon. Cook over medium-low heat for 2-3 minutes, stirring frequently, until the pecans and oats are fragrant and lightly toasted. Transfer to a small bowl and let cool.
When ready to serve, stir the overnight oats and add a splash of milk if needed to reach your desired consistency. Top with the cinnamon apples and pecan crumble. Serve cold or warm, if desired.