Found this on Slashfood. Easy instructions and great taste.

1 1/4 cups water, warm (110F)
2 1/2 tsp active dry yeast (1 packet)
2 tbsp honey
1/2 cup quick-cooking (or whole) oats
2-3 cups all-purpose flour, plus more for kneading
1 1/2 tsp salt

Combine 1/4 cup of the water with the yeast in a large bowl or the bowl of an electric mixer. Let stand for 5-10 minutes, until foamy. Stir in the rest of the water, honey, oats, salt and 1 1/2 cups of flour.

Using the dough hook attachment on the mixer or stirring by hand with a wooden spoon, mix the dough together. Add in the remaining flour 1/4 cup at a time until the dough comes together into a ball and pulls away from the sides of the mixing bowl.

When the dough pulls away from the sides of the bowl, turn it out onto a lightly floured flat surface. Knead the dough for about 5 minutes, until it is smooth and elastic. Place in a lightly greased bowl, cover with plastic wrap, and let rise in a warm place for about 1 hour. Let dough rise until doubled in size.

Once it has risen, turn the dough out onto a lightly floured surface and press into a rectangle. Divide into eight equal pieces. To shape the buns, draw up the corners of each piece of dough and pinch together, forming a tight ball. Place, seam side down, on a parchment lined baking sheet. Place the balls about 2 inches apart so that they will gently touch as the bread rises and bakes. This gives the same "stuck together" effect as you get with the store bought rolls. Sprinkle the tops with a bit of extra oats or sesame seeds and let rise for 45 minutes, covered with a clean dishtowel, until almost doubled in size.

Bake at 375F for 20-25 minutes, until dark gold. The rolls will sound hollow when tapped on the bottom. Transfer to a wire rack to cool completely before serving. The rolls will soften slightly as they sit. These can also be used for sandwiches.

Makes 8 buns.