Preheat oven to 400°F. Line two baking sheets with parchment or silicone baking mats.
In a large bowl, mix together flours. Cut in butter until it resembles coarse meal.
Mix in oats, sugar, salt, and baking powder.
In a separate bowl, mix egg and milk.
Stir egg and milk mixture into dry ingredients until a dough forms.
Roll out dough a little thinner than 1/4-inch thick, dusting lightly with flour as needed.
Cut out 2-inch rounds and transfer to baking sheet, separating biscuits slightly (these do not spread). Dock with fork.
Bake 10-12 minutes, or until light brown and just set in the middle.
Transfer to rack to cool completely.