First, milk stout. It's pretty easy. Just brew a regular stout and add a pound
lactose to the wort at flameout.
Second, the other recipe sound tasty! I have two recommendations: add some pale malt to the mash; Vienna really only has enough diastatic power to convert itself, and I don't know how much power white wheat has. I'd also go with a cleaner yeast than Hefe. There's going to be an awful lot of flavor going on without adding complication from the yeast's esters. I recommend an American Ale yeast or American Wheat yeast.
Third, oats will add lots of haze and a silky, oily mouthfeel to the beer, as well as some fermentable sugars. If you're not using pre-gelatinized flakes (instant or "quick" oats from the grocery or the flakes from the LHBS), you'll have to cook them before adding them to the main mash. Of course, if you do that, you'll have to account for the water used in that process.
In a cereal mash, begin by heating a mash of your oats (or other adjunct) and a small amount of your pale malt to 158–160 °F (70–71 °C) and holding there for about 5 minutes. Then you heat the mixture to a boil, boil for 30 minutes - stirring constantly - and return the cereal mash to the main mash. See here for why you add some pale malt to the non-malt adjunct.
Cheers,
Bob