In a large bowl (I use my Kitchen Aid), stir 1 cup whole wheat flour, 1 cup oats and1 tablespoon active dry yeast.
Add 1 cup milk, 1 and ½ cups water, ¼ cup honey, 1 egg, 2 tablespoons oil and mix well with a wooden spoon or round spatula.
Using the dough hook, start kneading at medium speed, adding 1 tablespoon salt and 4 to 5 cups bread flour, half cup at a time. You can also knead by hand, adding all you can in a large mixing bowl and finishing it on a lightly floured counter.
Using a stand mixer should take 6 or 7 minutes; around 10 if kneading by hand. The dough is barely sticky and should eventually leave the sides of the mixer bowl or the counter if kneading by hand.
Always add ½ cup at a time and wait about 30 seconds until the flour is absorbed before adding more. You don’t want a very firm dough; it should be slightly sticky.
Oil a large bowl that can handle the dough doubling its volume, and place in the dough, turning it around to oil it completely.
First rise: cover with film and let double in volume. It will take 1 and ½ to 2 hours in a warm place. I sometimes wrap it in a sweater or blanket if the room is a little cold.
Lightly punch the dough with your fist and transfer it to a clean counter. Carefully flatten it a bit and divide it in two pieces.
For dinner rolls: divide the dough into about 30 pieces. Make each into small balls pinching the dough at the bottom. Cover each ball with the palm of your hand and make circular movements to smooth and round the pieces. Repeat with all balls.
For burger buns: divide the dough into 12 pieces. Repeat the process for the dinner rolls above, but flatten the balls after forming them so they bake with less inside crumb.
For a sandwich loaf: make a rectangle, long side parallel to the edge) and roll away from you (as you would cinnamon rolls), pinching the dough together with each roll until you have a loaf.
For all shapes: dust the pans with some oatmeal or polenta in the bottom and place the rolls or buns, or loaves. See the Notes below for finishing specifications.
Second rise: cover pans with clean kitchen towels and let rise until puffed, about 1 hour.
Meanwhile, preheat the oven to 350ºF (180ºC).
If you want, brush the top of the rolls with a little water and sprinkle oats on top. Or use an egg wash, see Notes below.
Bake for 30 to 40 minutes for loaves, about 20 minutes for rolls, and about 25 minutes for buns, or until golden on top and the bottoms sound hollow when lightly tapped.
Remove from pans and let cool completely on a wire rack. They are best eaten the day they are made, and can be frozen.