To prepare date filling, bring dates, juice and orange zest to a simmer in a small saucepan over medium heat. Reduce heat and simmer, covered, for about 8 minutes or until juice is absorbed and dates are very soft, stirring once. Remove from heat and stir to break up dates. Stir in hazelnuts and vanilla; set aside to cool.
To prepare cookies, preheat oven to 350°F. Whisk together flour, oats, baking soda, cinnamon, nutmeg and cloves in a medium bowl. Beat together butter and sugars in a large bowl with a mixer until fluffy. Beat in egg and vanilla. Using a wooden spoon stir in flour mixture then, using hands, bring dough together into a soft mixture.
Roll 1 level tbsp. of dough into a ball and flatten into a circle. Place 1 tsp. of date filling in the center and top with another circle of flattened dough; pinch edges to seal. Repeat with remaining dough and filling.
Place on parchment-lined baking sheets and bake for 12 minutes or until lightly browned around edges. Let cool slightly before serving.