I just cover a cookie sheet with foil then spread the oats about 1/2 inch thick and put them in a 350F oven. I'll lightly stir them by dragging a fork around in them every few min to make sure things are toasting evenly. Once it starts to smell like oatmeal cookies and the oats take on a dark tan color (usually 10-15 min), they're ready to come out. It adds a nice, toasty depth to my oatmeal stout.
One other suggestion I have heard but not tried, is that if you home toast grains, cool them, then seal them in a ziplock bag, pressing all the air out. Then leave them sit a week in the refrigerator before you brew with them.
Not sure what it does. But the guy who posted the suggestion said that his grains have a more pronounced roasted flavor when he does that.
"Susan smiled at me, giving Molly the Female Once-Overa process by which one woman creates a detailed profile of another woman based upon about a million subtle details of clothing, jewelry, makeup, and body type, and then decides how much of a social threat she might be. Men have a parallel process, but its binary: Does he have beer? If yes, will he share with me?"
-Jim Butcher, The Dresden Files