Load custom template from MENU_CALLBACK
You can define a theme function that uses a template file, and then use theme function to for the menu callback output.
The following is example code for Drupal 7; similar code can be used for Drupal 6.

function mymodule_theme() {
  return array(
    'mymodule_oath' =&gt; array(
      'variables' =&gt; array('id' =&gt; NULL), // This is the list of the variables that will be passed to the template file. 
      'template' =&gt; 'mymodule_oath', // Change this to the template file name.
    ),
  );
}

function mymodule_oath() {
  // Does some stuff, authenticates the user, etc.

  print theme('mymodule_oath', array('id' =&gt; 10));
  return NULL;
}