Deep neural networks have been increasingly proposed for automated screening and diagnosis of retinal diseases from optical coherence tomography (OCT), but often provide high-confidence predictions on out-of-distribution (OOD) cases, compromising their clinical usage. With this in mind, we performed an in-depth comparative analysis of the state-of-the-art uncertainty estimation methods for OOD detection in retinal OCT imaging. The analysis was performed within the use-case of automated screening and staging of age-related macular degeneration (AMD), one of the leading causes of blindness worldwide, where we achieved a macro-average area under the curve (AUC) of 0.981 for AMD classification. We focus on a few-shot Outlier Exposure (OE) method and the detection of near-OOD cases that share pathomorphological characteristics with the inlier AMD classes. Scoring the OOD case based on the Cosine distance in the feature space from the penultimate network layer proved to be a robust approach for OOD detection, especially in combination with the OE. Using Cosine distance and only 8 outliers exposed per class, we were able to improve the near-OOD detection performance of the OE with Reject Bucket method by [Formula: see text] 10% compared to without OE, reaching an AUC of 0.937. The Cosine distance served as a robust metric for OOD detection of both known and unknown classes and should thus be considered as an alternative to the reject bucket class probability in OE approaches, especially in the few-shot scenario. The inclusion of these methodologies did not come at the expense of classification performance, and can substantially improve the reliability and trustworthiness of the resulting deep learning-based diagnostic systems in the context of retinal OCT.