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.