COOKIE DOUGH: In a large bowl of an electric mixer, beat butter and sugar until creamy; beat in eggs and vanilla.
In another bowl, stir together flour, wheat germ, salt, nutmeg, and baking soda; gradually add to butter mixture, blending thoroughly.
Cover dough tightly with plastic wrap and refrigerate until easy to handle (at least 2 hours) for up to 3 days. Meanwhile, prepare date filling.
DATE FILLING: In a small pan, combine all the ingredients except the vanilla. Cook over medium heat, stirring and mashing with a spooon, until mixture is thick and smooth. Stir in vanilla.
Let cool; then cover and refrigerate.
COOKIE ASSEMBLY: Preheat oven to 350°F.
Take out 1/3 of the dough, leaving remaining dough in the refrigerator. On a well-floured board, roll out dough to 1/16-inch thickness; cut out with a 3-inch cookie cutter. Repeat with remaining dough, rolling and cutting one portion at a time.
Place half the cookies slightly apart on greased baking sheets; spoon a heaping teaspoonful of filling into each. Cover each with another cookie and press edges together with a floured fork. Decoratively slash top, if desired.
Bake in a 350°F oven for 12 to 15 minutes or until lightly browned. Transfer to racks and let cool. Store airtight.