For filling, combine dates, water, and cinnamon in a small saucepan; bring to boiling. Reduce heat; cook and stir about 2 minutes or until thickened. Remove from heat and stir in the walnuts. Cool.

Beat butter and shortening in a large mixing bowl with an electric mixer on medium to high speed for 30 seconds. Add granulated sugar, brown sugar, baking soda, and salt; beat until combined. Beat in egg and vanilla until thoroughly combined. Beat in as much of the flour as you can with the mixer. Stir in any remaining flour with a wooden spoon. Divide dough in half. Cover and chill dough about 1 hour or until easy to handle.

Roll one half of the dough between two sheets of waxed paper into a 10x8-inch rectangle. Remove top sheet of waxed paper. Spread half of the filling over dough to within 1/4 inch of edges. Roll up, jelly-roll style, starting from one of the long sides, removing bottom sheet of waxed paper as you roll. Pinch to seal. Cut roll in half crosswise. Wrap rolls in waxed paper or clear plastic wrap. Repeat with remaining dough and filling. Chill about 4 hours or until firm.

Remove one roll of dough from the refrigerator. Unwrap and reshape slightly, if necessary. Cut dough into 1/4-inch-thick slices. Place 2 inches apart on an ungreased cookie sheet.

Bake in a 375 degrees F. oven for 8 to 10 minutes or until edges are lightly browned. Cool on cookie sheet for 1 minute. Remove and cool completely on wire racks. Repeat with remaining rolls of dough. Makes about 70.

Wrap rolls of dough in plastic wrap. Place in a freezer container and freeze up to 1 month. To use, thaw just until soft enough to slice. Or, bake and cool cookies completely. In an airtight or freezer container, arrange cookies in a single layer; cover with a sheet of waxed paper. Repeat layers, leaving enough air space to close container easily. Freeze up to 1 month.