Add the room-temperature softened butter, vegetable oil, egg yolk, orange juice, and vanilla extract. Mix with a wooden spoon or your hands just until a smooth, cohesive dough forms. Do not overmix.
Shape the dough into a ball, place it in a bowl, and cover tightly with plastic wrap. Let it rest in the fridge for at least 1 hour to firm up.
Divide the chilled dough into 3 equal pieces. Keep the other pieces in the fridge while you work. Cover them with plastic wrap so they won't dry out.
On a lightly floured surface, roll the first piece of dough into a neat rectangle, trimming the edges if necessary.
Spread an even layer of date paste over the dough rectangle, leaving a small border at the edges. Sprinkle a layer of cinnamon and chopped walnuts evenly over the top.
Gently roll the dough up tightly into a log, starting from the long side.
Carefully transfer the log onto your prepared baking sheet. Use a sharp knife to cut the log into even 1-inch-thick slices. Bake at 170c (340f) for 25–30 minutes until lightly golden.
Let the cookies cool completely on the baking sheet for 30 minutes, then dust generously with powdered sugar before serving.
Notes
Don't Overmix the Dough: Mix just until the wet and dry ingredients come together. Overmixing develops the gluten, which makes the cookies tough instead of melt-in-your-mouth tender.
Keep the Dough Chilled: Working with cold dough makes it much easier to roll out and prevents the butter from melting before it hits the oven.
Measure Your Flour Correctly: Spoon the flour into your measuring cup and level it off with the back of a knife. Packing the cup straight into the bag will add too much flour and dry out your pastry.
Watch the Bake Time: Take the cookies out as soon as they are lightly golden on the bottom. Overbaking will dry out both the pastry and the date paste core.