Combine the oats, cocoa powder, baking powder, salt, and vanilla extract in a blender or food processor. Pulse until the oats are partially broken down but still slightly textured—you want some oat pieces remaining for a better texture in the final dish. Add the egg, agave, and oat milk, then blend until you have a smooth, thick batter with no dry flour streaks. I like to use a blender here because it creates a creamier base than hand-mixing, which makes the oatmeal feel more cake-like rather than chunky.