Preheat oven to 325 degrees F (165 degrees C). In a large bowl, combine rolled oats, margarine, and boiling water. Let stand 10 minutes. Grease cookie sheets.
Thoroughly stir in cornmeal, sugar, bouillon, milk, Cheddar cheese, and egg. Mix in flour, 1 cup at a time, until a stiff dough has formed.
Knead dough on a lightly floured surface, mixing in additional flour as necessary until dough is smooth and no longer sticky. Roll or pat out dough to 1/2" thickness. Cut with cookie cutter (I prefer bone shaped), and place 1 inch apart onto the prepared cookie sheets.
Bake 35 to 45 minutes in the preheated oven, until golden brown. Cool before serving. Store in a loosely covered container.