Preheat the oven to 325F degrees. Grease 2 muffin trays with non-stick cookie spray.
In a large bowl beat the butter and sugars together until fluffy (about 2 minutes).
Beat in the eggs and vanilla extract.
With the mixer on low, beat in the flour, cinnamon, baking powder and salt. Then mix in the oats.
Spoon about 3 tablespoons of batter into the bottom of each muffin cavity. Press the dough down into the bottom and up along the sides to form a little bowl shape. If the dough is too sticky to work with, place it in the fridge for 15-20 minutes.
Bake the cookie cups in the oven for 15-18 minutes or until they're just starting to get golden around the edges. If they puff up in the middle that's ok.
Remove the pan from the oven. Lightly grease a spoon or the bottom of a shot glass. Press it down into the middle of each cookie cup to form a little bowl shape again. Trace around the edges of each cup with a thin sharp knife.
Cool the cookie cups for about 20 minutes, then pry them out of the muffin tin using a thin knife.
Apple Pie Filling
In a large bowl toss the chopped apples with the sugars, cinnamon, nutmeg and cornstarch.
Melt the butter in large saucepan or skillet over medium heat.
Add in the apple mixture and gently stir. As the apples begin to bake, pour in the water. Cook for 5-10 minutes or until the apples are starting to soften and the mixture caramelizes.
Assemble & Serve
Spoon the apple pie filling into each cookie cup.
Serve warm or at room temperature. Cookie cups can be warmed up int he microwave for about 20 seconds before enjoying.
Store leftovers in an airtight container in the fridge.