Combine dates, water, and soda in a small bowl; set aside. Combine sugar, pecans, egg, and shortening in a medium mixing bowl; stir until well blended. Add flour alternately with date mixture to sugar mixture, beginning and ending with flour. Stir in vanilla.
Pour mixture into a greased 9- inch square baking pan. Bake at 375° for 30 minutes or until a knife inserted in center comes out clean. Cool pudding in pan on a wire rack 10 minutes. Cut into 3-inch squares, and transfer to individual serving plates. Top with Cherry Sauce, and garnish with a dollop of whipped cream.