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Put the orange juice, oil and vanilla extract into a large bowl. In a separate bowl, mix the dry ingredients, then add to the orange juice mixture until a soft dough forms.
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Break off pieces of the dough and roll into 1 1/2 inch balls. Place on an ungreased cookie sheet, and press one date into the center of each cookie.
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Bake at 350 degrees for 20 to 25 minutes. Remove from the oven and let cool.
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After the cookies have cooled, spread the crushed walnuts out on a plate. Mix together the water, sugar and lemon juice in a small saucepan and bring just to a boil over the stove.
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Dip each cookie into the syrup, then press the bottom of the cookie into the walnuts. Repeat until all the cookies are done.