Place the oats and rosemary in a food processor and process until they resemble breadcrumbs. Add the flour, baking powder and salt and blitz again. Add the butter, then process until it is mixed in. With the motor still running, pour in the milk through the feed tube until the dough forms a ball.
Turn the dough out on to a floured surface and roll out to about 4–5 mm (1/4 inch) thick. Cut out 20–24 rounds using a 5–6 cm (2–2 1/2 inch) plain biscuit cutter, re-rolling the trimmings as necessary.
Place on a baking sheet and bake in a preheated oven, 190°C (375°F), Gas Mark 5, for 12–15 minutes until golden at the edges. Transfer to a wire rack to cool. Store in an airtight container.