In a large bowl, dissolve yeast in warm water. Add the milk, whole wheat flour, rye flour, oats, honey, butter, salt and 2 cups bread flour. Beat until smooth. Stir in wild rice and enough remaining bread flour to form a stiff dough.
Turn onto a floured surface; knead until smooth and elastic, about 8-10 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1-1/2 hours.
Punch dough down. Turn onto a lightly floured surface; divide in half. Shape into loaves. Transfer to two greased 9-in. x 5-in. loaf pans. Cover and let rise until doubled, about 30 minutes.
Beat egg and cold water; brush over loaves. Bake at 375° for 35-40 minutes or until golden brown. Remove from pans to wire racks to cool. Yield: 2 loaves (16 slices each).