Preheat oven to 350°F. Spray an 8- or 9-inch pie dish with cooking spray and set aside.
If using butter substitute, melt in microwave for 10 seconds. Mix butter substitute or oil with applesauce, soy milk, and vanilla in a medium bowl and beat until frothy. Set aside.
In a large bowl, mix together all dry ingredients except oats. Stir in oats. Add wet ingredients and mix just until moist (overmixing will cause cookie to be chewy). Fold in chocolate and walnuts. Pour batter into pie dish and bake 15-20 minutes until toothpick inserted in the center comes out clean. Remove from oven and let cool 5 minutes.