Make the date filling by heating the ingredients in a saucepan until thick, stirring the entire time to prevent scorching.
Mix the dough ingredients in the order given and divide into two balls. Roll out each ball to 1/2 inch thick. Spread with the date filling and roll up like a jelly roll. Put the rolls in the refrigerator overnight or for at least several hours.
Heat oven to 350 degrees. Working with one roll at a time, slice 1/4" to 1/2" slices and place on a greased baking sheet.
Bake 12 - 15 minutes until cookies are a light golden brown. Cool on cookie sheets for several minutes, then move to racks to cool completely.