Begin by pulsing the oats in a blender or food processor 5-8 times. You want a variety of textures, from finely ground to larger pieces, which will give the cookies their signature chewiness.
In a large mixing bowl, whisk together the pulsed oats, almond flour, baking soda, baking powder, salt, cinnamon, and nutmeg. Set this mixture aside.
In another large bowl, using a hand mixer or stand mixer, beat the coconut oil (or butter/shortening) and coconut sugar together on medium speed until fully combined and creamy.
Add the egg and vanilla extract to the wet ingredients and continue beating until everything is well incorporated.
Gradually add the dry ingredients to the wet mixture, mixing on low speed until just combined. The dough should be thick and slightly sticky.