After seeing Oatmeal+milk+alcohol i think that comes into my mind is Oatmeal Cookie shot. Don't know how many of you like this drink but i really like it.
It comes in different recipe variation(more on these Cookie Shot)
Some of them are:
RumChata Oatmeal Cookie Shot
Shot-a-Chata
Frangelico Oatmeal Cookie Shooter
Oatmeal Cookie Pudding shot
Dirty Oatmeal Cocktail
Which have tried yet ?