8 ounces chopped dates (about 1¾ cups)
4 cups flour
1 cup confectioners’ sugar, plus more for sprinkling
½ tablespoon baking powder
1 cup plus 2 tablespoons (2¼ sticks) unsalted butter, cut into ½-inch slices
2/3 cup cold whole milk
1 cup chopped walnuts
Heat oven to 325 degrees. Line a large cookie sheet with parchment paper.
In a medium bowl, combine the dates and ²/³ cup of boiling water and let dates soften for at least 20 minutes.
In a food processor, mix together the flour, 1 cup of confectioners’ sugar, and baking powder. (The dough can also be assembled in a large bowl using a pastry blender.) Add the butter and pulse until the dough forms coarse crumbs. Add the milk and pulse until the dough starts to clump together. If using a processor, dump the dough into a large bowl; use your hands to form a ball. Divide the dough in half.
In the processor (there’s no need to wash it), pulse the dates with the water until they form a thick paste. You should have about 1 cup of puree.
Sprinkle a clean work surface with flour. Roll out half the dough into a rectangle about 14 inches by 9 inches, with one of the long sides facing you. Spread half of the date puree over the dough, leaving 1-inch borders with no puree at the top and bottom. Sprinkle half the walnuts evenly over the puree. From the bottom, roll up the dough into a spiral. (Don’t make it too tight; the finished roll should be about 3 inches wide.) Press gently to smooth the seam and pinch both ends closed. Place the roll seam side down on the prepared sheet. Repeat with the remaining dough to make a second roll; place rolls at least 3 inches apart on sheet. (Rolls can be frozen for up to 3 months; bake still frozen.)
Bake for 45 minutes (or 5 to 10 minutes longer if frozen) or until pale golden and just firm to the touch. Let cool on the cookie sheet to room temperature, then transfer to a cutting board. Use a serrated knife in a long sawing motion to cut the rolls into ¾-inch slices. Just before serving, sprinkle with confectioners’ sugar. Store the cookies in an airtight container for up to 4 days; to freshen, heat for a few minutes in a 350-degree oven.