Combine water and sugar in saucepan and bring to a simmer over medium-low heat, stirring frequently, until sugar is dissolved.
Stir in chopped dates and return to a simmer. Continue stirring until filling thickens. Remove from heat when most of the date pieces have broken down.
Allow filling to cool, stirring occasionally. When filling has reached room temperature, cover and refrigerate for a minimum of 4 hours.
Cookie Dough
Cream margarine, lard and brown sugar with a mixer.
Add eggs, one at a time, incorporating into creamed mixture after each addition.
Sprinkle salt, baking soda and one cup of flour over batter and mix until fully incorporated. Add remaining flour, one cup at a time until well mixed.
Wrap dough in plastic wrap and refrigerate for a minimum of 4 hours.
Rolling Pinwheels
Divide cookie dough in two equal parts. Return one half to the refrigerator and place the other half on a lightly floured surface and shape into an oval. Lift from the surface, brush a little more flour underneath and turn dough over.
Using a rolling pin, roll dough into a 9"x13"x1/2" rectangle.
Spread half of the filing on the dough, stopping 1" away from one long side.
Starting on the opposite long side, gently lift and roll the dough into a spiral. Use the edge without filing to create a seal.
Wrap the roll in plastic wrap and place in the freezer.
Repeat with second half of dough and filling.
Freeze rolls overnight.
Cutting and Baking
Preheat oven to 350°F.
Remove one roll from the freezer. Cut in half and return one half to the freezer. Cut the remaining half into slices about 1/3" to 1/2" thick. Place on cookie sheets that have been lined with parchment paper, leaving at least one inch between cookies. Gently reshape into circles if necessary.
Bake for 15-17 minutes, until golden brown. Remove from oven and cool on baking sheet for 2-3 minutes before transferring to a cooling rack.
Notes
These cookies can be frozen. Place in resealable bags with parchment paper between the layers of cookies.