Preheat the oven to 350°F (175°C). Grease and flour an 8-inch round cake pan.
In a large bowl, combine the rolled oats, vanilla whey protein powder, almond flour, brown sugar, baking powder, baking soda, ground cinnamon, ground nutmeg, and salt. Mix well.
In a separate bowl, whisk together the eggs, unsweetened applesauce, Greek yogurt, melted coconut oil, vanilla extract, and honey until smooth.
Pour the wet ingredients into the dry ingredients and stir until just combined.
Spread half of the batter evenly into the prepared cake pan.
Arrange half of the apple slices evenly over the batter layer.
Spread the remaining batter over the apple slices, smoothing the top.
Arrange the remaining apple slices on top of the batter in a decorative layer.
Bake for 40 minutes or until a toothpick inserted into the center comes out clean.
Remove the cake from the oven and let it cool in the pan for 10 minutes.
Transfer the cake to a wire rack and let it cool completely before serving.