Recipe "debugging": Chocolate Oatmeal Stout

Ok, so I just cracked open one of my chocolate oatmeal stouts, and it's initially a little disappointing... Over time, I think the chocolate "nose" will develop, but it doesn't really have the thicker mouth-feel and dark flavor I wanted. I'm not sure what the original is supposed to be like, but I did note that my original gravity was far less than what the target was, though that could be my readings. Anything obvious that I did wrong? It's still drinkable (a month in the bottle I think will do it much good), but again, I was going for a more "fuller" mouth-feel than this. It drinks like a dark ale right now. Very clear, ruby red color. Slight aftertaste of the oats, and hints of chocolate in the aroma.

Thanks in advance.

MY ATTEMPT:
Brew Date: 11.09.08 - Bottle Date: 11.29.08 (20 days)

6.6 # Briess Light LME
1.0 # Munich Malt 10oL
1.0 # Wheat Malt
4.0 oz Roasted Barley Malt
4.0 oz Chocolate Malt
1.0 # Flaked Oats (toasted @ 400 oF for 10 minutes)

1.0 oz First Gold Hops [60m]
1 tablet Irish Moss [60m]

0.5 oz First Gold Hops [15m]
4.0 oz Nestle Cocoa Powder [15m]

0.5 oz First Gold Hops [1m]
Safale S-04 Dry Ale Yeast

OG: 1.040 @ 82 oF
FG: 1.018 @ 68 oF
ABV: ~3.2 %

Carbonation: 3/4c Priming Sugar

Directions: Steeped Oats and Specialty Grains in 1.5G water @ 150oF for 20 minutes, sparged with 0.5G water.

Fermentation started within 24 hours. Average temp: 72 oF.

ORIGINAL RECIPE:
6.6 # Briess Light unhopped LME
1.0 # Briess Munich Malt (10 oL)
1.0 # Briess Wheat Malt
4.0 oz Briess roasted barley Malt
4.0 oz Briess chocolate malt
10.0 oz Briess flaked oats
1 tsp Irish Moss (60 min)
7.1 AAU Goldings hops (60 min)
4.75 AAU Goldings hops (5m)
Wyeast 1968 London ESB or White Labs WLP002 (English Ale)

Carbonation: 3/4c Corn Sugar

OG: 1.056
FG: 1.020
IBU: 30
SRM: 20
ABV: ~4.75%

Shouldn't the munich, wheat barley and oats be mashed?

When this "steeps", it's mashing (or at least trying to). I'd give it a bit more Munich, or some two-row to get more enzyme activity to work over the oats, and I'd raise the temperature to 158 (perhaps even 160?) for thicker mouthfeel. A less-fermentable malt extract would also be good, but those are harder to come by now, so fix it in the mini-mash portion.

As for dark flavor (and color, if you want color), I'm a huge fan of chocolate malt, to the point that other people don't agree with me - but a pound or two or three or four is not out of place if you want a serious dark beer, IMHO. That should also help some with the mouthfeel.

If you don't do full boils on extract batches, it's very easy to get whacky OG simply from poor mixing of concentrated wort and water.

4 oz. is not a lot of chocolate malt or roasted barley for a stout, I would increase that next time.