To prepare pancakes: Whisk buttermilk and egg in a medium bowl. Combine oats, flour, sugar, baking soda, 1/2 teaspoon cinnamon and salt in another medium bowl.
Stir the dry mixture into the wet mixture and let stand for 15 minutes. The mixture will bubble slightly as it sits.
To prepare orange sauce: Combine oranges, sugar, and milk in a blender and blend until smooth and runny.
Coat a griddle or large nonstick skillet with cooking spray; heat over medium heat. Using 1/4 cup of batter for each, cook the oatcakes until bubbles dot the surface, 2 to 3 minutes. Flip and continue cooking until browned, 1 to 2 minutes more, reducing heat if necessary to prevent over browning.Serve the pancakes with the orange sauce.