In large bowl, beat cream cheese, butter and 1 tablespoon granulated sugar with electric mixer on medium speed until fluffy.
On low speed, gradually beat in flour.
On large piece of plastic wrap, form dough into 10x5-inch rectangle.
Wrap in plastic wrap; refrigerate until firm, about 1 hour.
Meanwhile, in 2-quart saucepan, stir together dates, ½ cup water and 2 tablespoons granulated sugar.
Heat to boiling.
Reduce heat to low; cook 5 to 8 minutes, stirring constantly, until thickened.
Cool 5 minutes.
Stir in orange peel, vanilla and walnuts; set aside.
Heat oven to 325°F.
Line 2 cookie sheets with cooking parchment paper.
Cut dough in half into 2 squares.
On floured surface, roll 1 square of dough into 10-inch square.
Using fluted pastry wheel, cut into 5 rows by 5 rows to create 25 (2-inch) squares.
Spoon 1 teaspoon date mixture onto center of each 2-inch square.
Bring 2 opposite corners of dough together, partially overlapping and covering date mixture.
Using fingers dipped in water, press dough to seal.
On cookie sheets, place dough wraps 1 inch apart.
Repeat with other half of dough and remaining date mixture.
In small bowl, beat egg white and 1 tablespoon water; brush onto dough wraps.
Sprinkle with coarse sugar.
Bake 13 to 15 minutes or until edges begin to turn light golden brown.
Cool 2 to 3 minutes; remove from cookie sheets to cooling racks.
Notes / Tips / Wine Advice:
Festive Touch
A plate of these cookies wrapped in cellophane and a bow would make a wonderful hostess or thank-you gift. You could put them on a decorative paper plate or purchase a special plate at the store or a thrift shop.