Preheat the oven to Gas Mark 4/180 C/350 F. Place the oatmeal in a bowl and sift in the flour and baking powder, returning the bran from the sieve to the bowl. Add the margarine and rub into the flour until the mixture resembles breadcrumbs. Stir in the sugar, egg and 1-2 tablespoons of water to make a soft dough. Roll the dough out on to a lightly floured surface and stamp out 24 biscuits using a 8cm (3inch) round cutter. Place the biscuits onto two lightly oiled baking sheets, prick with a fork to prevent them from rising, then brush with the milk. Bake in the oven for 8-10 minutes until lightly golden.