In a small bowl, mix together chia seeds and water. Set aside.
Preheat oven to 375 degrees F. Line a baking tin with muffin wrappers.
In a large bowl, mix together oats, pecans, baking powder, cinnamon, nutmeg, and salt. Gently mix in banana until it is distributed well. Gently fold in blueberries.
In a separate bowl, whisk together maple syrup, milk, oil, vanilla, and chia egg. Pour this mixture over the oat mixture and fold together. Allow to sit 5-10 minutes so that the oats absorb some of the liquid, then mix again.
Use a ladle to transfer mixture into muffin tin, filling each ¾ fill. If there is any liquid left in the bowl, add to each cup in the tin.
Bake for 35-45 minutes until the oatmeal cups are golden brown and firmly set.
Allow to cool before removing from muffin tin.