Mix oatmeal, almond flour, baking powder, and salt in a bowl.
Add cold unsalted butter and mix with your hands or a cutter until crumbly.
Add milk and egg, and knead into a dough.
Flatten the dough to 2cm thickness and cut into triangles.
Place on a baking tray and bake in a preheated oven at 180°C for 20 minutes.