1. Steam the squash for 15 minutes or until tender.
2. Meanwhile, put the oats in a food processor and pulse until ground to a coarse flour. Tip into a bowl and set aside.
3. When the squash is ready, transfer it to the food processor, add the anchovies and their oil and blend until smooth. Add the egg and blend again.
4. Add the ground oats and wholemeal flour and pulse until it forms a ball of dough, then wrap in clingfilm and chill in the fridge for 2 hours.
5. Preheat the oven to 180°C (160° fan) | 350F | gas 4 and line two baking trays with greaseproof paper.
6. Roll out the dough on a lightly floured surface and use a bone-shaped cookie cutter to cut out the biscuits, rerolling the trimmings as necessary.
7. Transfer the biscuits to the prepared baking trays and bake for 15 minutes. Swap the trays over in the oven and bake for a further 10 minutes, or until the biscuits are completely dry and crisp.
8. Transfer the biscuits to a wire rack and leave to cool completely before storing in an airtight tin.
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