I use (gluten free) oat flour in quite a few recipes because I have celiac disease, and it works a lot like wheat flour for thickening and binding. You can buy oat flour, but it is very easy to make your own at home, and all you need is some oats and a blender:
If you can use regular oats, Aldi has good prices and buying from bulk bins is also usually pretty cheap. If you need certified gluten free oats, there are no cheap options. If you are in the US, Vitacost almost always has the best price. Both their GF quick oats and GF rolled oats are very good quality, and you get free shipping when you order $25 of Vitacost brand products.
To make oat flour, add about two cups of rolled oats to your blender jar. I use the smoothie jar that came with my blender, and it works very well:
Put the jar on the blender base, and blend on high speed until all the oats look ground up:
Take the jar off the base, and use a spatula to scrape down the sides and stir the flour up. Blend again until all the oats are ground into a fine powder, and you have oat flour!