Sponge: In a large bowl, pour the warm water then sprinkle the dry yeast, sugar and bulgur wheat over surface of the water; let stand 5 minutes. Add the flour and beat hard until well moistened and creamy, about 2 minutes. Cover with plastic wrap and let stand at room temperature until foamy (about an hour).
Dough: To the sponge, add the rolled oats, wheat bran, sugar, oil and salt. Beat hard for 1 minute. Add additional flour, 1/2 cup at a time, until dough pulls away from the sides of the bowl. This may take approximately 2-1/2 cups of flour to accomplish.
Turn the dough out onto a lightly floured surface and knead until smooth and elastic (add flour 1 Tbsp. at a time if it's too sticky; it may also help if you lightly flour your hands as well). Once done, place dough in a deep plastic bowl greased with canola oil; turn it once to coat with the oil and cover with plastic wrap. Let rise at room temperature until doubled - about 1-1/2 hours.
Gently deflate the dough and turn it out onto a lightly floured surface. Grease a baking sheet with oil, divide dough into 2 equal portions and form into round loaves. Place on the baking sheet and cover lightly with plastic wrap. Let rise until doubled in size (about 45 minutes).
20 minutes before baking, preheat oven to 375 degrees. Using a serrated knife, gently slash the top of the loaves (no more than 1/4 inch deep). Place the baking sheet in the oven and bake 35-40 minutes or until the loaves are browned and sound hollow when you tap on them. Let cool completely before slicing.