Preheat the oven to 375 degrees F. Coat the inside of 8 6-ounce ramekins with cooking spray.
Make the topping: combine the flour, salt, sugar and oats. Cut in the butter using your fingertips or a pastry fork until the clumps are no bigger than a pea. Stir in the walnuts and set aside.
Make the filling: toss together the apples, vanilla, flour and sugar. Divide the apples evenly among the ramekins; place cheese over the apples. Top with the crumb mixture and bake until the apples are fork tender and the topping is golden brown, about 45 minutes. Serve warm or at room temperature.