Preheat the oven to 350°F (180°C). Line a cookie sheet with parchment paper. Lightly oil the paper with coconut oil. Set aside.
In a mixing bowl, add unsweetened apple sauce and quick-cooking oats (not rolled oats!) and stir until they form a sticky thick cookie batter. If too wet, add more quick oats. If too dry, add more apple sauce.
Scoop one tablespoon of batter, slightly grease your hands with coconut oil, and roll into a ball.
Place the cookie dough ball onto the prepared cookie sheet. Flatten with your hands and repeat until you have formed 5-6 cookies. Leave half a thumb of space between each cookie - they won't expand in the oven.
Bake for 15-18 minutes or until golden brown on sides and top. The longer you bake the cookies, the crispier they are on the edges, but the center should stay soft and moist.
Cool on the cookie rack for 10 minutes, then transfer them to a wire rack.