Make the filling.
In a food processor or by hand chop the dates into smaller pieces.
In a saucepan add the chopped dates, water, and honey. Cook for about 8 minutes on medium heat till bubbly then turn the heat to low. Stir frequently, it will cook fast, so be careful not to burn it. Once thick, remove from heat, and fold in the chopped walnuts. Let it cool before spreading onto the dough.
Make the dough.
In a stand mixer with the paddle attachement or hand mixer add the soft butter and sugar. Beat till mixed.
Add the egg and beat again.
Then add the baking soda and salt.
Lastly, gradually add the flour using a spoon. Beat on low to medium speed till all the flour is mixed in. Stop and scrape the sides of the bowl to assure all the ingredients are incorporated. The dough is ready when it doesn't stick to the sides of the bowl.
Transfer the dough to a clean surface and shape it into a roughly rectangular shape. Wrap it in a plastic film and transfer it to the fridge for at least 30 minutes. Note: At this stage, you can leave it in the fridge overnight and bake the next day, or keep it in the freezer for longer. Once the dough has been chilled transfer it to a floured surface and using a rolling pin roll it into a rectangular in size about 14"x12"(35.5-30.5cm), and 1/8"-1/4"(2-4mm) thickness.
Spread the chilled date filling on top (you will have some extra left), leaving off about an inch on each end.
Start rolling tightly(but not too tight) the dough from the wider side into a log. Then seal the edge and roll the log back and forth with your hands till it's about 22"(56cm) long. Cut it in half and wrap each part with plastic film. Transfer to the fridge for 30 minutes.
Preheat the oven to 350F(180C). Line a baking tray with parchment paper.
Take one of the logs from the fridge, while leaving the other one inside to stay cold and firm. Slice it into about 1"(2.5cm) pinwheel cookies. Place them on the baking tray leaving about 2"(5cm) between each cookie. You'll have about 24 cookies. I baked mine in two turns. Brush them with egg wash, by whisking one egg with a tablespoon of water.Bake for about 20 minutes or till golden brown on top. Transfer to a cooling rack and enjoy.