Place the oats into a food processor or blender and grind into a fine powder. Stir the oats together with the all-purpose flour, whole wheat flour, salt, baking powder, and baking soda; set aside.
Beat the butter, applesauce, granular sweetener, and brown sugar substitute with an electric mixer in a large bowl until smooth. Add the eggs one at a time, allowing each egg to blend into the butter mixture before adding the next. Beat in the vanilla with the last egg. Mix in the flour mixture until just incorporated. Fold in the chocolate chips, grated chocolate, and walnuts mixing just enough to evenly combine. Drop by rounded teaspoons onto ungreased cookie sheets.
Bake in the preheated oven until the edges are golden, 8 to 10 minutes. Allow the cookies to cool on the baking sheet for 1 minute before removing to a wire rack to cool completely.