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For the apples: Spray an 8-by-8-inch baking dish with canola spray and set the cored apples in the dish. In a small mixing bowl, combine the oats, walnuts, melted butter, brown sugar, flaxseed meal, cinnamon and salt. Fill the apples with the mixture. Pour 1/2 cup hot water around the apples and cover the baking dish with foil. Transfer to the oven and bake until the apples are easily pierced with a knife, about 1 hour. Tent with foil to keep warm until ready to serve.
For the caramel: In the meantime, place a small, heavy saucepan over medium heat and add the sugar and 2 tablespoons water. Increase the heat to medium-high and bring the sugar to a boil; take care not to stir the bubbling sugar. If you get any sugar crystals on the sides of the pan, just brush them back in with a water-soaked pastry brush to prevent the sugar from burning. Cook the sugar to a deep amber color, 5 to 6 minutes. Remove from the heat and add the butter and vanilla extract; they will bubble up, so be careful. Whisk until completely combined, then whisk in the milk.