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Let the cheese and margarine stand in a bowl at room temperature until softened.
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Cut in the flour and pepper as for pie dough.
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Slit the dates; stuff with the pecan halves.
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Flatten a small amount of dough in the palm of the hand.
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Wrap a date in the dough, sealing completely.
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Repeat with the remaining dough and dates.
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Place on a baking sheet and bake at 400 degrees for 15 minutes or until light brown.
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Store between sheets of waxed paper in an airtight container.