Pre-heat oven to 200°C and line two baking trays with baking paper.
Process the rolled oats to a powder in a food processor. Add flour and salt and process until combined. Add cheese and butter and pulse until just mixed. Add cream slowly and pulse until a dough forms. Turn out onto a floured surface and form into ball. Roll to 0.5cm to 1cm thick and cut into circles using a 4cm round pastry cutter. Place on prepared trays, dock each biscuit with a fork three times and bake for 10 minutes or until golden. Cool on a wire rack.
Beat cream cheese, lemon rind, mustard, olive oil and parsley until light and fluffy. Place mixture in a piping bag. (Alternatively use two teaspoons to top biscuits.)
To serve, top each biscuit with cream cheese mixture and a prosciutto ribbon.
Lyndey’s tip: dip pastry cutter into flour to avoid it sticking to the dough