Preheat your oven to 180°C (350°F) and line a baking tray with parchment paper. The oven should be hot and ready to go, with a warm glow emanating from the window.

In a large bowl, combine the oats, mashed banana, protein powder, almond milk, honey, egg, baking powder, salt, cinnamon, and nutmeg. Mix until well combined, with a smooth and creamy texture.

Pour the mixture into the prepared baking tray and smooth out the top. The mixture should be evenly distributed and free of lumps.

Bake for 25 minutes, or until the oats are cooked through and the top is golden brown. The kitchen should be filled with the delicious aroma of baked oats, and the sound of the timer going off will signal that it's time to remove the oats from the oven.

Remove the oats from the oven and let them cool on a wire cooling rack for 5 minutes. The oats should be warm to the touch, but not too hot to handle.

Cut the oats into individual portions and serve warm, topped with your favourite toppings such as nuts, seeds, or fresh fruit. The oats should be soft and fluffy, with a slightly crispy texture on the outside.