In a large bowl, combine flours and baking powder; stir in oats. Cut butter into pieces; cut into flour mixture until well mixed. Add pecans and sugar; mix well. Stir in enough milk with a fork to form a stiff paste.
Turn onto a floured surface; knead lightly until smooth. Roll out on a floured surface to 1/4-in. to 1/8-in. thickness. Cut with 1-1/2-in round cookie cutter.
Place on baking sheets coated with cooking spray. Bake at 375° for 10 minutes or until lightly browned. Cool on wire racks.