Preheat oven to 350°F (175°C).

In a large bowl, combine rolled oats, whole wheat flour, wheat bran, Splenda sugar substitute, and salt.

Add softened margarine to the dry mixture and mix until the mixture resembles coarse crumbs.

In a separate bowl, beat the egg.

Add the beaten egg, vanilla, and water to the oat mixture.

Mix until a dough forms.

Divide the dough into 16 equal portions.

Shape each portion into a bar approximately 1/2 inch thick.

Place the oatcakes on a parchment-lined cookie sheet.

Bake for 15 minutes.

Flip the oatcakes over and bake for another 10 minutes, or until golden brown.