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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.