Combine oats, sugar, salt, vanilla and oil. Stir well. Cover and refrigerate overnight. Add beaten egg and chopped nuts and mix well. Preheat oven to 350 degrees F (175 degrees C).
Measure one teaspoonful and pack on the spoon. Pat out to make a round cookie or egg shape. Place on ungreased cookie sheet. Bake 15 minutes. Let cool. Makes 3 dozen.