Set the oven to 150 C / 130 C Fan / Gas 2, and line sufficient baking trays with baking parchment (or just grease them!).
Cream the butter and sugar in a large bowl, and mix in the oats. Sieve the flour and bicarb together and add to the bowl; combine thoroughly. Add the milk and knead in the bowl until you get a solid lump of dough.
Roll out thinly on a lightly floured surface (I do it in two halves) and using a 5cm (2 in) cutter, make round biscuits. Put on the baking trays (they won't spread).
Bake for 20 minutes until nice and brown. Allow to cool, and when cold, store in an airtight tin.