Preheat oven to 350°F. Line a baking sheet with parchment paper and set aside.
In a large mixing bowl, combine oat flour, brown rice flour, cheddar, and parmesan.
Add the egg and ½ cup of water, mixing until a dough starts to form. (If the mixture seems dry or crumbly, slowly add more water, up to 1 full cup, until the dough is smooth and workable.)
Form the dough into a ball and transfer to a lightly floured surface.
Roll the dough to about ⅓–½ inch thick.
Use a cookie cutter to cut out biscuit shapes (or press dough into a silicone mold if you have one).
Place dog treats on the prepared baking sheet.
Bake for about 20 minutes, or until the treats are firm and golden.
Transfer to a wire rack and let cool completely before treating your pup.