Add yeast to 1/2 cup warm water and let stand for 10 minutes.
In a medium-sized saucepan or microwave-safe bowl, combine butter and buttermilk. Heat until melts (buttermilk may curdle). Add salt, sugar, oat bran hot cereal, and baking soda to the buttermilk mixture and let stand 5 minutes to soften the oat bran hot cereal.
Add 2 cups whole wheat flour (you may use mixer). Pour in yeast and 1 beaten egg and mix thoroughly. Add Best for Bread flour and Naturally White flour to make a soft dough. Knead the dough on a floured surface until it becomes smooth and elastic, 10 minutes by hand, or 4 minutes in an electric mixer or a food processor fitted with a dough hook. Put dough in oiled bowl, turning once to coat thoroughly. Cover with damp towel and allow to rise in a warm, draft-free place for 1 hour.
Knead dough down. Turn onto a floured surface and separate into 4 or 5 small balls. Let rest 5 minutes.
Coat a baking sheet with a thin coating of vegetable oil. Flatten each ball into a circle about 9 inches in diameter. Brush each circle with melted butter and cut in 8. pie shaped wedges. Roll each toward the point and place on baking sheet, point-side down.
Preheat oven to 375 degrees F. Bake for about 15 minutes, or until browned.