Combine chocolate cake mix, egg white, and water in a small bowl.
Stir in dry oatmeal.
(Add a small amount of water, if needed.) Shape into rolls 1 1/2 in.
(3.7 cm) in diameter.
Wrap in wax paper or plastic wrap.
Cut into 40 thin slices.
Use a vegetable spray to lightly grease the cookie sheets.
Bake at 350°F (175°C) for 7 to 9 minutes.
Allow cookies to cool slightly on sheet before removing.