Preheat oven to 200°C.
Soak oats in milk for 30 minutes.
Combine flour, parmesan cheese, butter, rosemary, oregano, salt, pepper and mix well, until the mixture becomes crumbly. Add the soaked oats, eggs, feta cheese, sun-dried tomatoes and olives and knead well until a soft, non sticky dough forms. Wrap the dough with cling film and refrigerate for 30 minutes.
Mold the dough into small balls, place them on a baking sheet lined with grease-proof paper and press down slightly. Bake for 10-15 minutes, until browned.
Let cookies cool on a rack and serve.