In a medium bowl whisk together the flour, baking soda and salt. Set aside.
To a large mixing bowl add the softened butter, sugar and brown sugar. Use a hand mixer to cream the butter with the sugars on medium speed (start on low speed and increase) until well combined, about 1-2 minutes. Add the egg and vanilla extract and beat until well incorporated.
Add the flour mixture to the butter mixture and beat until just combined (you can also use a wooden spoon to combine instead). Work the dough with your hands until it forms a dough. Once combined, use your hands to form the dough into a ball. Wrap the ball of dough in plastic wrap and refrigerate for an hour.
Make the date filling
While the dough is in the refrigerator, make the date filling. Add the chopped dates to a medium saucepan along with the sugar, water and orange zest. Bring to a simmer over medium heat. Once the mixture is simmering, turn to low heat and simmer, stirring often, until the dates have cooked down into a thicker, paste-like consistency, about 5 minutes.
Remove from the heat and stir in the chopped walnuts. Set aside to cool completely.
Roll, fill and refrigerate
On a lightly floured surface (or use a piece of parchment paper lightly floured), use a rolling pin to roll the chilled dough out to a 12x8inch rectangle (about 1/3 inch thick).
Spread the cooled date and walnut mixture in an even layer all over the rolled out cookie dough, leaving a ½ inch border around the edges.
Start with one of the long edges of the dough, carefully roll the dough into a long log. Wrap the log in parchment paper, making sure the ends of the dough are wrapped, and refrigerate for one hour.
Bake the cookies
Preheat the oven to 375F. Line two baking sheets with parchment paper.
Let your oven fully preheat before you remove the dough log from the refrigerator. You don’t want the dough sitting out at room temp for too long, or else it will turn soft and not slice as easily.
Cut the chilled cookie rolls into ¼ inch slices and place on the prepared baking sheets.
Bake for 8-10 minutes or until set and lightly golden around the edges.
Allow the cookies to cool on the baking sheets for about 2 minutes before moving to wire racks to cool completely.
Notes
Fully cooled cookies can be stored in an airtight container and stored at room temperature for up to 4 days. To store longer, place in a freezer-safe container and freeze for up to 2 months.