Dissolve the yeast in the water.
Stir in the syrup.
Mix flour, rye flour, oats, and salt together in another bowl, then add it to the yeast mixture.
Stir everything well with a spoon until it has the consistency of very thick porridge.
Place the bowl with dough for rising under a cloth overnight in the refrigerator.
The next morning, preheat the oven to 250 degrees Celsius (482 degrees Fahrenheit), regular oven about 1 hour before the rolls need to bake. Leave a baking steel in the oven while it heats up. The long warm-up ensures that the baking steel gets well heated. If you don't have a baking steel, then have a baking tray in the oven instead while it heats up.
When you turn on the oven, simultaneously take the dough out of the refrigerator so it can "wake up" at room temperature.
After 1 hour, pour the dough out onto a floured surface. Roll it into a sausage, then divide it into 9 pieces. Place the rolls on a moveable surface with parchment paper (e.g., baking tray or cutting board). Open the hot oven and slide the parchment paper with the rolls onto the baking steel (or the preheated baking tray in the oven).
Bake for 15-20 minutes, depending on your oven. They are done when they are golden and sound hollow when tapped on the bottom. Take out and serve.