In a large bowl whisk together the egg, oil and milk; add the flour, oats and the sugar; and stir the mixture until it is just combined. Fold in the onion, Cheddar and pecans; spoon the mixture into 36 buttered 1/8 cup muffin tins (gem tins), and bake the muffins in the middle of a preheated 400 degree oven for 15-20 minutes, or until they are golden. Turn the muffins out onto racks and serve them warm or at room temperature. Makes 36 muffins.