With the rack in the middle position, preheat the oven to 400°F (200°C). Line two baking sheets with a silicone mat or parchment paper.
In a bowl, combine the ground almonds, rye flour, wheat bran, coconut, baking powder, salt and nutmeg.
In another bowl, combine the cream cheese and brown sugar with an electric mixer. Add the eggs one at a time while whisking. Add the oil and vanilla. With the machine running on low speed, or with a wooden spoon, add the dry ingredients alternating with the applesauce. Stir in the apples. Spoon out 6 cookies onto each baking sheet, using about ¼ cup of the mixture for each one and making sure to space them out.
Bake one sheet at a time for 15 minutes or until starting to brown. Let cool.
Recipes with the "Healthy Pick" stamp have been evaluated by a registered dietitian member of the Ordre professionnel des diététistes du Québec.