Preheat the oven to 400° and line a baking sheet with parchment paper.
Place the oats and walnuts into the bowl of a food processor fitted with an s-blade. Blend for a few seconds, until the mixture resembles coarse crumbs.
Add the beans, onion, garlic, Worcestershire sauce, soy sauce, vinegar, cumin, paprika, and pepper.
Pulse until everything is well chopped and mixed, being careful not to overdo it (don't let the mixture turn to mush).
Shape the mixture into 6 patties and arrange them on the baking sheet. Lightly brush or spray the tops with oil.
Bake for 15 minutes.
Gently flip the patties, spray or brush the other sides with oil, and bake about 15 minutes more, until firm and lightly browned.
Stuff into buns and serve with toppings of choice.