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Heat the oven to 180C/160C fan/gas 4. Put the flours and oatmeal into a bowl and rub in the butter. Stir in the cheese. Add the egg yolk and mix in using a fork. When the mixture starts to clump together, use your hands to knead to a smooth dough.
Place the dough between two sheets of baking parchment and roll out thinly to about 1/2cm. Cut out desired shapes and lift them using a palette knife onto a non-stick baking sheet. Reroll any trimmings and cut out more shapes. Bake in the oven for 12–14 mins until golden brown. Leave on the tray for a few minutes to firm up before removing to a cooling rack.
Alternatively, take walnut-sized pieces of dough, roll into balls and place on the baking tray. Flatten slightly with a fork and bake as before.
Marmite or peanut butter pinwheels
To make pinwheels, take half the dough and roll out between sheets of baking parchment to a 22cm x 10cm rectangle. Spread a little peanut butter or Marmite over the dough. Roll up tightly from the longest edge, using the paper to help. Cut into 1cm pieces, lay flat on the baking sheet and cook as above. Repeat with the rest of the dough.