Preheat oven to 350°F (175°C) and line a baking sheet with parchment paper. If using a fresh apple, wash, peel if desired, remove core and seeds, and grate finely.
In a mixing bowl, combine applesauce or grated apple, peanut butter, egg, and cinnamon (if using). Stir until smooth and evenly combined.
Gradually add oats and oat flour, mixing until a soft dough forms that holds together when pressed but is not sticky. If too wet, add more oat flour; if too dry, add a splash of water or applesauce.
Roll dough between two sheets of parchment to about 1/4 inch thick. Cut into shapes with a cookie cutter or slice into small squares.
Place treats on prepared baking sheet and bake for 18–20 minutes, until firm and lightly golden on edges. Cool completely before serving to your dog.