Mix the oatmeal and flour in a bowl. Rub in the fat, add the salt and mix in just enough cold to form a soft but not tacky dough.
Roll out the dough on an oatmeal-strewn board. Cut out circles with a scone cutter. Alternatively, cut out a dinner-plate round, and quarter it.
Mix together the egg, milk and sugar to form a glaze.
Cook the oatcakes on an ungreased medium-hot griddle, without turning them. The moment the first batch are in place, brush them over with glaze - it will turn to a shiny coating as they cook.
When fully cooked, remove. Store in an airtight box.