Prepare and chop dates filling. Tip: since dates are sticky, it's easier to use a serated chopping knife with edges. Add cinnamon and orange zest if you'd like more Vata sweetness.
Mix cookie ingredients: flour, butter or oil, and water as needed to make a cohesive cookie dough disc. You can make this in advance and freeze the dough if you like.
When dough is slightly cooler than room temperature is the ideal temperature to work with this dough. Roll out cookie dough to about 1/4 to 1/8 inch thick (doesn't have to be too thin).
Add date filling to center of dough.
Roll up and cut into small, even pieces.
Bake on 350°F for about 12 minutes or until golden brown.