Preheat the oven to 350 degrees Fahrenheit. Line a large baking sheet with parchment paper or oil the baking sheet to prevent sticking.
In a large mixing, combine the whole wheat flour, old-fashioned oats, bacon and cheddar cheese.
In a medium mixing bowl, combine the egg and applesauce.
Add the applesauce mixture to the flour mixture and stir to combine and until dough forms.
On a floured surface, roll out the dough to about ¼ inch thick. Use a cookie cutter to create fun shapes, such as bones or paws. If you don’t have a dog-themed cutter, simply use an opening of a round glass or use a knife to cut out shapes. The dough will be sticky, therefore, add additional flour if needed so that the dough is workable but not stiff.
Place treats on prepared baking sheet and place in the preheated oven.
Bake for 20 minutes or until golden brown.
Cool thoroughly on a wire rack.