Preheat the oven to 350°F (175°C). Line a baking sheet with parchment paper.
In a large mixing bowl, combine the natural peanut butter, unsweetened applesauce, and egg. Mix well until smooth.
In a separate bowl, whisk together the whole wheat flour and baking powder.
Gradually add the dry ingredients to the wet ingredients, stirring until a dough forms. The dough should be firm but pliable. If too sticky, add a little more flour.
Roll the dough out on a lightly floured surface to about 1/4 inch thickness.
Use a cookie cutter or knife to cut the dough into desired shapes.
Place the cookies on the prepared baking sheet about 1 inch apart.
Bake for 18-20 minutes or until the edges are lightly golden.
Remove from the oven and allow the cookies to cool completely on a wire rack before serving to your dog.