Combine the warm water, vegetable oil, honey, and salt in a mixing bowl.
Dissolve the yeast in the mixture, and let it sit until foamy.
Add the rolled oats and bread flour to the yeast mixture.
Stir to form a soft dough, then knead until smooth and elastic.
This usually takes about 1-2 hours.
Divide the dough in half. Shape each portion into a 7 x 5-inch rectangle, then roll tightly and pinch the seam.
Preheat the oven to 375°F. Place the rolls on a baking sheet and make 3-4 slits on each loaf.
Brush with the egg white and water mixture before baking.