From your description, they are likely to be weevils. We get them in grains of various kinds here in Texas if you leave them in your cupboard for long enough. If you buy "bulk" items, you might get them sooner for some reason. I throw things out when I see them. I would think that they would be uncommon in grocery stores in Colorado. I don't recall seeing them at all when I lived in Michigan and Massachusetts. If you find them, I would suspect old goods. I hope you can get some redress. Or at least, new oatmeal.

-soma5