In a small saucepan combine the butter, milk, and water. Set over low heat until the butter is melted. Let the mixture cool to about 110°F, or just warm to the touch. Stir in the yeast and honey.
In the bowl of a stand mixer fitted with the dough hook (or by hand), combine the white whole wheat flour, oat flour, all-purpose flour, and salt. Add the milk mixture and stir until combined. Knead on medium low speed until the dough comes together in a smooth, elastic, and slightly sticky ball. If the dough is unbearably sticky, add more flour 1 tablespoon at a time. Avoid adding extra flour if possible, sticky is better than dense.
Remove the dough to a well-oiled bowl, turning to coat completely in oil. Cover with plastic wrap and let rise until doubled in size, about 1 hour.
Turn the dough out onto a floured work surface and divide into three equal pieces. Divide each piece into three pieces, for a total of 9 rolls. Form each piece into a smooth tight ball by stretching the corners around the bottom and rolling between your palm and the counter.
Grease an 8 by 8-inch baking dish. Place each ball of dough in the dish and cover with plastic wrap. Let rise again until puffy, about 30 minutes.
Meanwhile, preheat the oven to 400°F.
Beat the egg with 1 tablespoon of water and brush over the rolls. Sprinkle with oats. Bake the rolls for about 18 to 20 minutes, or until golden. Serve with honey and butter, if desisred.
To make ahead:
Wrap the completely cooled rolls tightly in foil then place in an airtight container. Freeze for up to 1 month.
Let the rolls thaw at room temperature overnight before rewarming in a 300°F oven for 10 minutes.
To make straight from the freezer:
Loosen the foil around the rolls place directly on the oven rack of a 300°F oven. Bake for 20 minutes, or until warmed all the way through. Serve immediately before the rolls dry out from reheating.