Add the steel-cut oats, water, milk, diced apples, cinnamon, brown sugar, vanilla extract, and salt to the slow cooker. Stir everything together until the brown sugar dissolves.
Cover the slow cooker and cook on low for 6 to 7 hours. Avoid lifting the lid during cooking so the oats absorb the liquid evenly.
When the time is up, stir the oats well to check the texture. If they seem too thick, add a splash of milk and stir again.
Divide the oats into bowls and sprinkle the chopped pecans over each serving.