I've seen a few people saying that they mix oats with their PWO whey shake. I'd like to try this, but am unclear about how to do it and whey powder is too expensive to 'experiment' with.

Do you use the oats whole, or do you grind them up to a powder in a blender? If you leave them whole, do you add them to the shake cooked or dry? Do you just mix together oats and powder, add water and that's it?