Place yeast, sugar, and warm water into bowl of mixer and bloom for 5 or 10 minutes, until foam head forms.
While the yeast blooms, place 1 ½ C old fashioned oats into bowl of food processor. Pulse for 10–15 seconds, creating oat flour (it won’t be as finely ground as a regular flour).
Add dough hook to mixer and turn on low.
Slowly add oat flour, then whole wheat flour to yeast mixture.
Add kosher salt, 2 T olive oil.
Slowly add the bread flour, a little at a time. Once flour is incorporated, increase mixer speed to medium and knead dough until gluten develops and dough is pliable but not sticky (add more bread flour if needed). This should take 10-12 minutes.
Grease inside of a large bowl with 2 T olive oil.
Turn dough out and form into ball.
Place in greased bowl and turn to ensure dough is coated with the oil.
Cover with tea towel and set in a warm spot to rise until dough doubles in size (45-60 minutes).
Once dough has risen, turn oven to 425 degrees to preheat while dough has final rise.
Dust baking sheet with cornmeal and set aside.
Punch down dough and turn out onto board.
Divide dough in two and form into desired shape.
Transfer dough to dusted baking sheet.
Recover with tea towel and allow to rise a second time for about 30 minutes.
Just before transferring to oven, mix beaten egg and 1 T of cold water in a small bowl.
Brush dough all over with egg wash and sprinkle remaining 2 T of rolled oats over the dough.
Use a sharp knife to cut 3 diagonal slits in top of dough.
Transfer baking sheet to preheated oven and bake for 3 minutes.
Open oven door and quickly brush dough all over with cold water.
Bake 3 more minutes and reapply cold water.
Bake 3 minutes more and apply cold water for third (and final) time.
Bake for an additional 35 to 45 minutes, until bread is deep brown and sounds hollow when you tap on it.
Remove to cooling rack and cool for at least 30 minutes before cutting.