Preheat the oven to 350°. Combine chopped dates and orange juice in a medium saucepan; cover and cook over low heat for 15 minutes or until the liquid is absorbed. Remove from heat, and mash the dates with a fork until smooth. Stir in chopped walnuts, vanilla, and cinnamon.
Divide the dough into 10 biscuits. Working with 1 biscuit at a time, pat each biscuit into a 4-inch circle. Spoon about 1 tablespoon of the date mixture onto half of each circle. Fold the dough over filling, and press the edges together with a fork to seal. Place the filled pastries about 2 inches apart on a baking sheet coated with cooking spray. Brush the beaten egg over pastries, and sprinkle with sesame seeds.
Bake the pastries at 350° for 25 minutes or until lightly browned. Remove from pan, and let cool on a wire rack.