Combine the applesauce, egg whites and milk. Combine the oats, flour, brown sugar and yeast. Add the oat mixture to the applesauce mixture and stir well.
Separate the dough into 24 pieces. Flatten each piece into 1/4 inch thick patties. Take 12 of the patties and sprinkle candy and/or fruit in the center. Take the other 12 patties and place them on top. Seal the edges with a fork. Place on a baking sheet.
Bake at 375 degrees F (190 degrees C) for 20 to 25 minutes or until golden brown but still soft.
