Combine oatmeal, flour, baking powder, and salt in a bowl.
Add cold butter and crumble with your hands until mixture resembles coarse crumbs.
Add egg and milk, and mix to form a dough.
Gather the dough, shape it into a circle, and cut into triangles.
Bake in a preheated oven at 180°C (356°F) for 20 minutes.