Rinse and peel the apples. Grate them and prepare a oven baking tray lined with parchment paper. Transfer the apples in batches after squeeze them with your hands to release the excess juice.Layer the apples evenly and sprinkle with sugar, cinnamon and walnuts. Bake at 350F (180C) for about 10 minutes.
Meantime, prep the batter. Separate the whites and mix them with a pinch of salt until fluffy. Add the sugar in 3 batches and continue mixing until a strong meringue is forming (4-5 minutes).Separately, mix the yolks with the oil and vanilla. Add them to the whites in several additions and mix 1-2 minutes to incorporate. Mix baking powder with flour and sift over the batter in several additions. Incorporate the flour with smooth, delicate movements with a hand whisk or a spatula.Take out the apple tray from the oven and spread over the batter mixture. Level well and continue baking 15-20 minutes until light brown.
Take out of the oven and place another parchment paper on top of it. Flip the sheet cake and remove the initial paper. Roll it up onto itself and finish wrapping it with the new paper. Let it cool about 1hour or so.Unwrap the roll cake and sprinkle with icing sugar. Slice and serve. Enjoy!