Grind the oats and walnuts in a food processor until they are as fine as you like. I prefer mine to have a little bite so leave them a little rough.
Mix all the dry ingredients and the rosemary leaves together in a bowl.
Add the fat and around 10 tablespoons of hot water. It'll start off really crumbly but keep adding a little bit of hot water at a time until it starts holding together. Bring everything together and mush well with your hands until you have a ball of dough. If it gets too sticky, add a few more ground oats.
Roll it out thinly and using a cookie cutter or the rim of a glass, cut out circles of the dough. Slide a flat knife underneath each disc and carefully place them on a lightly greased baking sheet.
Bake for 20-30 minutes until lightly golden. Let cool completely before popping in an airtight tub.