In a small bowl, dissolve active dry yeast with ¼ cup warm water. Test temperature of water to make sure it's no lower than 110 degree F and no higher than 115 degrees F.
Add yeast and water to the oat mixture and mix well. Add all-purpose flour in stages until a sticky but stiff dough forms. Turn the dough onto a lightly floured surface, shape, and knead.
Shape the dough into a ball and place it in a lightly greased bowl, turning to oil all sides of the dough. Cover and allow it to rise until it doubles in size, about an hour.
Punch down the dough and separate it into 24 balls. Roll the balls until smooth, and place them in a lightly greased baking pan. Cover it and allow it to rise again for 30 minutes.