Make the filling. In a small saucepan, combine chopped dates, water, orange juice, brown sugar (if using), vanilla, and a pinch of salt. Bring to a gentle simmer over medium heat, then reduce to low and cook 6–8 minutes, stirring and mashing until thick and spreadable.
If it seems dry, add a tablespoon of water. Set aside to cool completely.
Cream the butter and sugars. In a large bowl, beat softened butter with brown sugar and granulated sugar until light and fluffy, about 2–3 minutes. This traps air and helps the cookies bake up tender.
Add eggs and vanilla. Beat in the eggs one at a time, then mix in vanilla.
Scrape the bowl so everything combines evenly.
Whisk the dry ingredients. In a separate bowl, whisk flour, baking soda, salt, cinnamon, and nutmeg. Add to the wet ingredients and mix on low just until no streaks of flour remain.
Stir in the oats. Fold in the oats with a spatula. The dough will be thick and slightly sticky.
Cover and chill for 30–45 minutes. Don’t skip this—it helps the cookies hold their shape.
Preheat and prep. Heat the oven to 350°F (175°C). Line two baking sheets with parchment paper.
Portion the dough. Scoop 1 1/2 tablespoons of dough and flatten slightly in your palm. Add a heaping teaspoon of the cooled date filling to the center.
Seal and shape. Top with another 1 tablespoon of dough, pinch the edges to seal, and roll gently into a ball.
Place on the baking sheet, spacing about 2 inches apart. Lightly press the tops to a thick disc.
Bake. Bake 10–12 minutes, until the edges are set and lightly golden but the centers still look soft. Do not overbake—they continue to set as they cool.
Cool. Let the cookies rest on the sheet for 5 minutes, then transfer to a wire rack to cool completely. The filling will firm up as they cool.