In a large bowl, combine the water, olive oil, honey, flour, grains, oats, salt, milk and yeast.
Knead the dough on a floured surface for 5-7 minutes, until it is soft and smooth.
Place the dough in a well-oiled bowl, cover it with plastic wrap and let it rest for 1 hour and 30 minutes.
Divide the dough into three equal pieces and roll each into a 24 inch log.
In a small bowl, whisk together the egg and 1 tbsp water. Using a pastry brush, coat each log with the egg mixture and sprinkle with the oats and seeds. Make sure to coat the logs all around. Let rest for 15 minutes on your work surface.
Press the three logs together on one end and braid loosely. Cover the braid with plastic wrap and let it rise for another hour.
Preheat the oven to 425F and bake for 15 minutes. Reduce the temperature to 350F and cover the braid with foil to keep the bread from getting too dark. Continue to bake for 10-15 minutes or until the braid is beautifully browned.