Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the rolled oats, whole wheat flour, ground cinnamon, ground nutmeg, baking soda, and salt.
In another bowl, whisk together the applesauce, maple syrup, egg, and vanilla extract until smooth.
Gradually add the wet ingredients to the dry ingredients, stirring until just combined.
Fold in the shredded carrots, raisins, and walnuts (if using).
Scoop the dough onto the prepared baking sheet using a tablespoon or small cookie scoop, spacing the cookies about 2 inches apart.
Flatten each cookie slightly with the back of a spoon.
Bake for 12-15 minutes or until the edges are lightly golden.
Let the cookies cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.