Mix oatmeal, cake flour, and baking powder in a bowl.
Cut cold unsalted butter into small pieces and add to the bowl, quickly mix with your hands.
Add yogurt, sugar, and milk, and combine to form dough.
Gather the dough into one mass, then roll out to 2–3 cm thickness and cut into desired shapes.
Line a baking sheet with parchment paper and place the scone dough on it.
Bake in a preheated oven at 180°C (356°F) for 20–25 minutes.