Bulghur wheat -- wheat grains without the bran that have been steamed,dried, and crushed -- gives this bread a slightly nutty flavor.
In a medium bowl, cover steel-cut oats with the boiling water. Let stand until room temperature. Stir in bulghur wheat and honey; set aside.
Place the warm water in a small bowl. Sprinkle yeast over water. Let stand until foamy, about 5 minutes.
In the bowl of an electric mixer fitted with the dough hook, combine the reserved oat mixture with the yeast mixture, whole-wheat flour, and salt. Add the all-purpose flour until the dough is tacky, but not sticky. Continue kneading about 5 minutes more.
Place dough in a buttered bowl, and cover with buttered plastic wrap directly on the surface. Let rise in a warm place until doubled in bulk, about 90 minutes, or refrigerate overnight.
Turn out dough onto a clean work surface; form into a loaf about 9 inches long. Lightly mist with water; sprinkle with rolled oats. Place in a well-buttered 9-by-5-by-2 1/2-inch loaf pan; let stand until doubled in bulk, about 1 hour.
Preheat oven to 375 degrees. Using a serrated knife, slash top of loaf lengthwise down center. Place immediately in oven. Bake until nicely browned and cooked through, about 1 hour. Remove from pan; let cool on a wire rack.