Combine first 4 ingredients in a saucepan; bring to a boil. Reduce heat, and cook over low heat 30 minutes or until thickened. Set aside to cool.
Cream shortening in a large mixing bowl; gradually add sugar, beating until light and fluffy. Dissolve soda in buttermilk, and add to creamed mixture, stirring well. Combine flour, oats, and salt; gradually add to creamed mixture, stirring well. Chill 2 hours.
Roll into 1-inch balls; place half of balls 2 inches apart on lightly greased cookie sheets. Press each ball into a 2 1/2-inch circle. Spoon 1 teaspoon reserved date mixture onto circle. Shape remaining balls into 2 1/2- inch circles, and place on top of date mixture; pinch edges together to seal. Bake at 325° for 12 to 15 minutes. Cool slightly, and remove to wire racks.