In a large bowl, combine the oats, flour, sugar, baking powder, cinnamon, nutmeg, and salt. Stir thoroughly.
In a small bowl, whisk together the egg, canola oil, vanilla extract and caramel sauce until thoroughly mixed and smooth.
Pour the wet ingredients into the dry and stir until all the ingredients are moist and sticky. Add the apples and stir gently.
On a baking sheet lined with parchment paper, scoop out the dough using a cookie scoop, spacing each cookie 2 inches apart. Bake for 15 minutes, or until golden brown. Cool on a cooling rack.
In a small bowl, combine the glaze ingredients and whisk until all the powdered sugar clumps fall apart and the glaze is smooth. Drizzle over the oatmeal bites and serve immediately.