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Mix the walnuts, dates, baking soda and salt in a medium bowl.
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Microwave the applesauce in a microswave safe bowl until heated through.
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Add shortening to the applesauce and stir until melted.
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Add applesauce mixture to walnut mixture and mix well.
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Let stand, loosely covered, for 20 minutes.
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Beat the eggs in a large mixing bowl using a fork.
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Add the vanilla, sugar and flour and mix well.
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The mixture will be very dry.
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ADd the walnut mixture 1.4 at a time, mixing gently after each addition.
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Do not overbeat.
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Spoon into a greased 9x5 loaf pan.
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Bake at 350º for 65 minutes or until a toothpick inserted into the center comes out clean.
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Cool in the pan for 10 minutes.
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Invert onto a wire rack to cool completely.
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Wrap in foil and store for 8 to 12 hours before slicing.