Preheat oven to 350°F / 177°C / Gas mark 4.
Grind oats in a food processor until almost a fine flour. It's ok if there are small pieces.
In a medium mixing bowl, combine ground oats, flour, egg, coconut oil, grated apple, grated cheddar, parsley and water.
Stir to combine until it comes together. Use your hands to work it into a uniform dough - do not add more water.
Lightly dust the countertop with flour, then turn out dough and press into a rough rectangle.
Flour the top of the dough and a rolling pin (dowel), then roll out dough to about 1/8" thick.
Use a 2-inch cookie cutter to cut treats out, then place on parchment-lined baking sheet.
Bake for 18 - 20 minutes. Cool completely before feeding to your dog.