Combine the first 3 ingredients in a medium bowl, stirring with a whisk. Add walnuts; toss to coat. Arrange walnuts in a single layer on a baking sheet. Bake at 350° for 8 minutes or until toasted.
Combine dates and orange rind. Line a 9 x 5-inch loaf pan with plastic wrap, allowing plastic wrap to extend 2 inches over edge of pan. Firmly press one-third of date mixture into bottom of pan; top with half of walnuts. Repeat layers once, ending with dates. Fold overhanging plastic wrap over the top. Place a heavy weight on plastic wrap, and let stand overnight. Remove weight; invert loaf onto a serving plate. Discard plastic wrap. Cut into squares.