Cream sugar and shortening with an electric mixer until fluffy.
Stir egg replacer and water together in a small bowl.
Add egg replacer mixture to creamed sugar and shortening. Mix until well-blended.
Sift in flour, baking soda, and salt. Mix with a sturdy spoon until dough is stiff.
Divide dough into two parts and form into two long round rolls, approximately 3 inches in diameter.
Cover in plastic wrap or waxed paper and chill in refrigerator for several hours until firm.
Place dates in a heavy sauce pan (if available, use blocks of cooking dates).
Cover with water.
Add juice from the oranges. Use a citrus zester to scrape 2 teaspoons orange rind
into date mixture.
Cook on low heat until soft.
Add more water, if necessary, being careful not to burn.
Cool to room temperature.
Add chopped nuts.
Preheat oven to 375° F.
Slice the cookie dough rolls into 1/4” slices (2 slices per cookie).
Place 1 teaspoon of filling on one slice.
Place another slice on top of the dates.
Press the top slice down until it touches the bottom slice; don’t try to seal the slices together. As it cooks, it seals itself. Don’t worry if the top slice cracks. This adds to the charm of the cookie.
Bake 10 minutes on an ungreased cookie sheet. Be careful not to burn. Cool on wire cookie racks.