In medium bowl combine first 4 ingredients stirring well. Let stand 15 minutes. In pan of bread maker combine next 9 ingredients; yeast through lemon peel in order recommended by machine manufacturer. Add oatmeal mixture. Place bread pan in bread maker; program for dough, start machine.
When cycle is complete, remove dough from machine and punch down; allow to rest 5 minutes. Divide into 20 equal portions and roll into balls with hands. Place on baking sheet coated with cooking spray. Allow to rise until doubled; approximately 40 minutes. Combine beaten egg with water and lightly brush over rolls. Sprinkle lightly with raw washed sugar if desired.
Bake at 375 for 20 minutes or until lightly browned. Remove from oven and allow to cool on a wire rack.