Preheat oven to 300 degrees F (150 degrees C). Prepare a baking sheet with cooking spray.
Mix flour, baking soda, and salt in a large bowl. Whisk oil, sugar, eggs, and cinnamon together in a small bowl; add to flour mixture and mix until just moistened.
Gently roll out into a rectangle the width of a loaf of bread. Spread apple puree in a thin layer along the dough up to an inch along the far side of sheet. Sprinkle walnuts on top. Take the near end of the dough sheet and start rolling like you would for homemade cinnamon rolls. When rolled up set it on a baking sheet seam side down.
Bake in preheated oven until a toothpick inserted into the center comes out clean, about 90 minutes. Cool in the pans for 10 minutes before removing to cool completely on a wire rack.
