In a medium bowl, cover steel-cut oats with the boiling water. Let stand until room temperature. Stir in bulgur wheat and honey; set aside.
Place the warm water in a small bowl. Sprinkle yeast over water. Let stand until foamy, about 5 minutes.
In the bowl of an electric mixer fitted with the dough hook, combine the reserved oat mixture with the yeast mixture, whole-wheat flour and salt. Add the all-purpose flour until the dough is tacky, but not sticky (only needed 2 and a half cups). Continue kneading about five minutes more.
Place the dough in a buttered bowl, and cover with buttered plastic wrap directly on the surface. Let rise in a warm place until doubled in bulk, about 90 minutes, or refrigerate overnight (which is what I did).
Turn out dough onto a clean work surface; form into a loaf about 9 inches long. Lightly mist with water; sprinkle with rolled oats (I skipped this step). Place in a well-buttered loaf pan; let stand until doubled in bulk, about 1 hour.
Preheat oven to 375 degrees Fahrenheit. Using a serrated knife, slash top of loaf lengthwise down center. Place immediately in oven. Bake until nicely browned and cooked through, about 1 hour. Remove from pan; let cool on a wire rack.