Step 1
In a medium bowl, whisk together the flour, baking soda, salt, cinnamon, and nutmeg.
Step 2
In a large bowl, using an electric mixer, beat the butter and sugars until light and fluffy, about 3-4 minutes. Add applesauce, egg, and vanilla and mix until combined. Scrape sides of the bowl as needed. The mixture may look a little curdle. Add the flour mixture and beat until just combined. Add shredded apples, oats, and pecans. Mix until combined. Scrape the sides of the bowl as needed.
Step 3
Store the dough in an airtight container and place in the refrigerator for at least 2 hours.
Step 4
Prepare the icing by mixing the brown sugar and milk until all the sugar is dissolved. Add powder sugar, cinnamon, and nutmeg and combine until smooth.
Step 5
Preheat the air fryer to 350°F and set to 12 minutes. Line the air fryer rack with parchment paper. Drop 3 tablespoons of dough onto the rack; gently flatten the dough with your palm. Depending on the capacity of your air fryer, drop 2 - 3 more balls of dough, spacing them 1-inch apart. Bake until golden brown. Remove from air fryer and place on a cooling rack. Repeat the process with the rest of the dough.
Step 6
Using a spoon, add icing to the cookies. Serve.
The dough can be stored in an airtight container in the refrigerator for one week.
Cookies can be baked in the oven at 350°F for 10-12 minutes until golden brown.