Combine oats and boiling water in a bowl; let stand 5 minutes. Stir in milk, honey, salt, and oil.
Dissolve yeast and sugar in warm water in a large bowl; let stand 5 minutes. Stir in oat mixture. Lightly spoon flours into dry measuring cups; level with a knife. Combine 2 1/2 cups bread flour, whole-wheat flour, and cornmeal, and gradually add to yeast mixture, stirring until a soft dough forms. Turn the dough out onto a lightly floured surface. Knead until smooth and elastic (about 8 minutes); add enough of remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands.
Place the dough in a bowl coated with cooking spray, turning to coat top. Cover; let rise in a warm place (85°), free from drafts, for 1 hour or until doubled in size. (Press two fingers into dough. If indentation remains, dough has risen enough.) Punch dough down; let rest 10 minutes.
Preheat oven to 375°.
Divide dough into 18 equal portions. Roll into 18 (10-inch-long) strips; fold in half from end to end. Pick up both ends of each strip; twist. Pinch ends together to seal. Place twists 1/2 inch apart on a baking sheet coated with cooking spray; let rise 30 minutes. Combine 1 tablespoon water and egg white; brush over twists. Bake at 375° for 12 minutes. Serve warm.