Cream margarine and sugars until fluffy; add egg, milk and vanilla; beat well. Sift together dry ingredients; add to creamed mixture, mix well. Chill for 1 hour in refrigerator.
Combine 2 cups chopped dates, sugar, salt and water. Bring to a boil, reduce heat, then cover and simmer for 5 minutes, stirring often. Add the 2 tbsp. lemon juice after it's cooked and let cool.
On a floured surface, roll half the dough at 1/8th inch thick. Cut with a 2 1/2" round cutter. Place about 1 tsp. date filling on each cookie. Top with another cookie; press edges down with your finger tips to seal. Baking at 375 degrees on a Silpat sheet works best for about 10 minutes.
Madagascar Vanilla (purchase at Chefs Catalog) Of all the vanilla's I've used this is my favorite. Once you've tried it you won't go back!
Baking Sheet mat I love these cooking mats! I use them for all my cookies. The clean up is a breeze and it saves your pans.