Oats (wouldn't be an oatmeal stout without them) technically require mashing. To really do it right, a mash would be required. Whether it's all grain or partial mash doesn't matter, just need enzymes to convert the starch in the oats.
That said, you can get away with steeping them. You won't get any extra fermentables from them, but you should be able to get some beta-glucans and that little bit of flavor. It won't be as good as if they were mashed, but it's doable. You'll get haze from the oats being unconverted, which in a stout isn't really an issue like it would be in a lighter beer. I believe the unconverted starches would also make it more susceptible to an infection, but as long as you're very thorough with your sanitation (as you should be anyway), that shouldn't be an issue.