In a mixing bowl, combine yeast, sugar, salt, oatmeal, oil, and water. Mix everything well.
Add the flour gradually until you have a smooth and light dough. The dough should be slightly sticky but should not stick to your fingers.
Let the dough rise under a shower cap, a damp tea towel, or plastic wrap for 30 minutes.
Turn the dough out onto a lightly floured surface and divide it into 10 pieces. Roll each piece into a ball without knocking the air out of the dough.
Let the rolls rise again on a baking sheet lined with parchment paper for 30 minutes under a tea towel.
Preheat the oven to 250 degrees Celsius (482 degrees Fahrenheit) (fan-assisted).
When the oven is hot, brush the buns with milk and bake for 10 minutes. When the rolls are placed in the oven, turn the temperature down to 210 degrees Celsius (410 degrees Fahrenheit) (fan-assisted).
Let the rolls cool on a wire rack.