Preheat oven to 350 degrees
Put cut up dates, water and sugar in a sauce pan and cook over low heat, stirring occasionally until dates cook into a paste.
Take off heat and put aside until needed.
Combine sugar, margarine, egg, milk and vanilla in a stand mixer.
Then add all the dry ingredients alternating oatmeal and flour.
The dough will be sticky and so you may have to add a little more flour so that it does not stick to the counter.
Flour the counter or pastry mat and roll out a portion of the dough.
Knead in more flour if dough is too sticky to roll out.
Thickness of the dough is your preference - remember - the thicker it is the thicker the cookie will be.
Cut the dough with a glass or biscuit cutter that has been dipped in flour so that the cutter does not stick to the dough.
Take a spatula and pick up circle and put on cookie sheet lined with a silicone baking mat
Top the circle of dough with a tablespoon or so of date paste and cover with another circle of dough.
Take a fork and press around the edges to seal the two circles together.
Bake for 12-15 minutes depending on thickness of cookie.