Preheat the oven to 350F.
In a food processor, add in flour, oats, and salt and process for 5 seconds.
Next, add in the butter and process again for 10-15 seconds.
Drizzle in water and honey and process for another 15 seconds or until dough forms a ball.
Place dough onto a floured surface and roll out into a 1/8-inch thick, 12x8 inch rectangle. Using a pizza cutter divide rectangle into 8 3x4 inch sections.
Place 1 tbsp of jam in the centre of each cut section and fold the dough over from the sides to wrap like a burrito and place open side up on a lined baking sheet. Press to seal top and bottom using fingers and crimp with a fork.
Brush tops with egg wash and sprinkle top with some oats.
Bake for 20-22 minutes until lightly golden.