In a large bowl, stir together the whole wheat flour, corn meal, and salt. Mix in the oil, egg, and water to make a soft dough that is not too sticky. You may add more flour if needed.
Knead the dough a couple of times until you get a nice consistency. I roll the dough out a small section at a time until about ¼ inch thick. Use a cookie cutter of your choice (I use a bone shape) and press the cutter into the dough to make your cookies. Lay them out on the cookie sheet (you can keep them about ½ inch apart, they do not spread out or get bigger.
Whip the “egg white only” of an egg and lightly brush the top of each cookie, this will make them shine a bit when finished.
Bake for 20 to 25 minutes until slightly browned and firm. Mine don’t really brown too much so I make sure they are firm. Cool completely and store in an airtight container.