In a small bowl, mix the milk and yeast. Set aside until the yeast has softened and is foamy, 3-5 minutes.
In a medium bowl, mix flour and sugar.
Rub the oil and melted butter into the flour with your fingertips, until the mixture is an even, sandy texture.
Add the yeast and milk mixture and vanilla. Mix gently with your fingers.
Add water, a little at a time, mixing gently after each addition, until the dough comes together in a soft and shaggy dough.
Cover the dough and set aside to rest for 10 minutes, while you prepare the filling.
For The Filling
Place the chopped dates in a small saucepan along with the other filling ingredients.
Cover the saucepan and heat over medium heat, 7-10 minutes, stirring occasionally, until the dates soften and become jam-like.
Putting It All Together
Preheat your oven to 350F.
Separate the dough into 1 tablespoon sections. Roll each section into a ball.
Flatten one ball of dough into a disc and place 1 teaspoon of filling on the center. Fold the edges of the dough around the filling, pressing them together to seal in the filling.
Roll the filled cookie gently between your hands to bring it back to a nice ball shape. Then, flatten the cookie slightly.
Decorate, if desired, using a fork or press the filled cookie into a floured mold and tap it out.
Place the filled and shaped cookies onto a parchment-lined baking sheet, 1 inch apart.
Bake the cookies for 25 minutes, rotating the baking sheet once during cooking. Remove the cookies when they are lightly golden brown.
Let the maamoul cool completely before dusting with powdered sugar.
Store the maamoul in an airtight container on the counter for 2-3 weeks.