Combine dates and water in a medium saucepan. Cook over medium heat, stirring constantly, 5 minutes or until thickened. Remove from heat, and cool.
Beat butter at medium speed of a mixer until light and fluffy; add sugar, and beat well. Add baby food and egg; beat well.
Combine flour and next 3 ingredients; gradually add to butter mixture. Shape dough into a ball. Place dough on a lightly floured surface, and roll into an 18- x 8- inch rectangle. Spread Date Filling over dough, leaving a 1/2-inch margin on sides. Beginning at 1 long edge, roll up dough tightly, jelly-roll fashion; pinch seam to seal. Cut roll in half, and wrap rolls in wax paper; freeze 3 hours or chill 8 hours.
Preheat oven to 350°.
Unwrap rolls; cut each roll into 30 (3/8- inch) slices. Place slices on baking sheets coated with cooking spray. Bake at 350° for 13 minutes or just until lightly browned.