Preheat oven to 375°F. Butter and lightly flour a 9-by-13-inch baking pan.
Pulse oats, flour, sugar, cinnamon, baking soda and salt in a food processor to combine. Add butter and vanilla extract, pulsing until mixture resembles coarse meal. Add milk; pulse until mixture clumps and looks slightly damp. (Add another tablespoon of milk if mixture is too dry.)
Set aside 1 cup dough; press remaining dough into an even layer in pan. Bake until golden, 20 minutes.
Spread preserves evenly over hot dough; top with remaining dough and almonds. Bake until golden and bubbly, 35 minutes. Cool on a wire rack and cut into bars.