Heat oven to 350° F. Line 8-inch square pan with cooking parchment paper, leaving a few inches of overhang on 2 sides.
Place 2 cups of the oats in large bowl. Add remaining ½ cup oats to blender or food processor; pulse into a rough flour. Add oat flour to bowl of oats. Add baking soda and salt to bowl of oats; stir.
In microwavable bowl, microwave coconut oil uncovered on High just until melted. Stir in honey, sugar and vanilla; add to bowl of oats. Stir well to coat oats completely. Spread mixture evenly in pan; press down firmly and evenly.
Bake 20 minutes. Oats should be golden and smell of honey. Cool on rack 10 minutes. Remove from pan using parchment overhangs. Cut into 8 rectangles while still warm. Cool completely before wrapping. The bars will firm and crisp up as they cool.