Place your rolled oats in a dry and clean food processor or high speed blender.
Blitz until a fine powder is achieved. You will need to stop the food processor or blender and scrape the sides of the bowl or jug a few times with a spatula to ensure the oat flour is as fine as possible.
Notes
One cup of rolled oats yields approximately there quarters of a cup of milled oat flour. 2 cups of oats yields 1.5 cups of oat flour.
I use traditional rolled oats when I make my oat flour. However you can use quick cook oats or steel cut oats as well. If you are using steel cook oats be aware they take a longer time to process and you may need a commercial grade blender or food processor to get a fine oat flour.
There is really nothing to it simply blitz your oats until they are fine.
My one tip is to not make use amounts at a time. As it is so quick to make it can be more nutritious to just blitz what you need rather than storing oat flour in an airtight container in your pantry.
I do tend to store any extra oat flour I make in a glass jar.
Oat flour does not behave in the same way as all purpose flour or whole wheat flour in baking. It is highly absorbent, and does not have the glutenous properties of wheat flour. For this reason when you do a straight substitution of plain flour with oat flour the end result can be drier and crumblier than expected. Therefore look for recipes that have been specifically tested with oat flour.