Preheat the oven to 375 degrees F, and butter the inside of a 1-1/2 quart casserole–like a 9-inch square or 7×10-inch baking dish. (A 9×13-inch baking dish may be used; the pieces will just not be as thick.)
In a large bowl, mix together the oats, 1/4 cup of the nuts, all of the dried cranberries, baking powder, cinnamon, nutmeg, and salt.
In another bowl, whisk the egg and then add the eggnog, milk, and vanilla. Stir or whisk until thoroughly blended.
Sprinkle half of the diced apples over the bottom of the baking dish. Cover the fruit with the dry oat mixture. (I take a moment to spread out any clumps of cranberries.) Slowly drizzle the milk mixture over the oats. Scatter the remaining apples and nuts evenly over the top, and then sprinkle the brown sugar evenly over all.
Bake for 35-40 minutes or until the oat mixture is just set in the center. (Check a few minutes early and add time as needed to accommodate the precise dimensions of your baking pan.) Remove from the oven and let cool for a few minutes before serving.
The baked oatmeal may be eaten immediately or made the day before, cooled, covered, and refrigerated. Reheat gently or enjoy cold or at room temperature.