Preheat your oven to 350°F (175°C).

In a large bowl, combine peanut butter, applesauce, and egg (if using). Mix until well combined.

Gradually add the whole wheat flour and rolled oats. Stir until dough forms. If dry, add water a tablespoon at a time.

On a floured surface, roll out the dough to about 1/4 inch thickness. Cut into shapes.

Place on a lined baking sheet and bake for 20-25 minutes, until golden brown.

Cool completely before serving. Store in an airtight container.