Place water, honey, yeast, salt, oil and egg into your mixer. Mix until egg is lightly beaten.
Add whole wheat flour and oatmeal and mix on medium 2 minutes. Start adding all-purpose flour slowly while mixer is running until the dough is soft but not sticky, and cleans the sides of the mixer. Mix additional 2-3 minutes.
Form dough into a large ball and place in a large bowl lightly coated with oil. Turn the dough to coat and let rise, covered, until doubled; approximately 1 hour.
Form into small balls and set on a prepared pan to rise again, covered, until doubled; approximately 30 minutes.
Bake at 350 for 15-20 minutes, or until lightly golden brown.