Preheat the oven to 350 degrees . Beat one egg and set aside. Whisk together the wheat flour and the cornmeal, and then add the oil, broth, egg, and milk, mixing throughouly until combined. Roll out the dough onto a floured surface to a ΒΌ-inch thickness.
Cut the dough into shapes with cookie cutters. Gather the remaining dough and roll it flat, cutting as many dog biscuits as you can. Repeat this process until you run out of dough.
Brush the set-aside egg wash onto each cookie and bake them for 30 minutes, or until golden brown. Cool the biscuits completley on a wire rack before serving them to your dog.