Combine first 4 ingredients; stir well. Add half of beaten egg; stir well. Stir in dates and pecans. Combine remaining half of egg with 1 teaspoon water; set aside.
Roll each sheet of pastry into a 12" square on a lightly floured surface. Cut each square into 9 (4") squares. Spoon 1 heaping tablespoon date mixture into center of each square; brush edges of pastry with egg mixture. Fold each square of pastry into a triangle; seal edges with a fork. Brush top of each pastry with remaining egg mixture, and sprinkle with sugar. Place pastries on an ungreased baking sheet.
Bake at 400° for 10 to 12 minutes or until puffed and golden.