Line a large baking sheet with parchment paper. Preheat oven to 425° F.
In a large bowl, place flour, oatmeal, sugar, salt, baking powder, baking soda and mix together. Cut or rub in butter to make a mealy mixture.
Stir in egg and orange juice. Add orange oil or extract. Mix to make a soft dough. Turn out onto a lightly floured board and knead for a few minutes.
Roll or pat out into a thickness of 1/2 inch. Using a serrated cookie cutter, cut into disks or rounds. Brush with milk and sprinkle with sugar and orange zest. Bake until nicely browned ? about 14 minutes.Makes 4 Source: