Dry roast the broken wheat and oats till a nice aroma comes. Put it in a blender and blend it coarsely. Transfer to a plate.
Add oil to the pan. After the oil is hot, temper with mustard seeds, urad dal, channa dal, red chilli and asafoetida. After it splutters, add 4 cups of water, coconut and salt to taste. Bring to boil. Once the water starts boiling add the broken wheat and oats, mix well.
Stir till all the moisture evaporates and broken wheat and oats are half cooked. Sprinkle some water if required. Switch off the heat
Take water in a small bowl and use it while forming kozhukattai. Form kozhukattai when the half cooked wheat and oats are not too hot to handle. Let it not cool too much, at the same time. if required grease your hand in water to form Kozhukattai
Grease the idli plate with little oil and place the Kozhukattai in mold. Steam the Kozhukattai for 12 - 14 minutes. Serve it with chutney