In a medium bowl or glass jar, whisk together the chia seeds, milk, maple syrup, and vanilla extract. Ensure there are no clumps of seeds at the bottom of the container. Let the mixture sit for about 5 minutes, then give it another good stir to prevent the seeds from settling.
Cover the container and place it in the refrigerator. Let the chia pudding set for at least 2 hours, though overnight is best for the creamiest texture. The seeds will absorb the liquid and expand into a pudding-like consistency.
Heat the coconut oil or butter in a small skillet over medium heat. Add the diced apples, cinnamon, nutmeg, and a pinch of salt. Sauté for 5-7 minutes, stirring occasionally, until the apples are tender and slightly caramelized. If the pan gets too dry, add a splash of water or apple juice.
Take the chilled chia pudding out of the fridge and give it one final stir. Spoon the warm apple mixture over the top of the pudding. If you like, add a sprinkle of chopped nuts for extra texture and a dash of extra cinnamon.