Preheat oven to 350 F. Generously spray a 9x5 loaf pan with cooking spray. Set aside.
Prepare the cheesecake layer, by mixing the cream cheese, sugar, flour, vanilla and egg until smooth. Pour into a piping bag or zip lock bag and refrigerate for 10 minutes.
In a bowl, sift together flour, apple pie spice, baking soda, baking powder and salt. Set aside.
Beat eggs and sugar for 1 minute, until combined. Add vanilla, coconut oil and beat to combine. Add yogurt, beat until combined.
Add the dry ingredients and beat until just incorporated. Add in the apple slices and fold to combine.
Pour 1/2 of the bread batter into the pan. Smooth the top. Add the cheesecake layer, by carefully piping it over the bread layer, leaving about 1 cm around the edges. Carefully top with the remaining bread batter. Top with walnuts.
Bake for 60-70 minutes, until cooked, and toothpick inserted into the bread layer comes out clean. The cheesecake layer will be soft, until it is completely cooled. You can tent with foil, about half way through, to prevent the top from burning.
Remove from the oven and let the bread cool for at least 30 minutes, inside the pan. Then carefully take out and let it cool on a wire rack completely. Slice and serve. Keep refrigerated for a week.