Preheat your oven to 175 degrees Celsius and line a square tray with paper.
Soak the dates for the filling in some boiling water for 5 minutes, drain reserving 2 tbsp of the water and set aside.
In a bowl combine the flour with the sugar and cinnamon and whisk, then add the yogurt, oat milk, oil, and vanilla and mix to form a rough dough.
Use your hands to bring it into a ball, and set it aside for 10 minutes.
To make the filling, place the soaked dates and reserved water, cinnamon, vegan butter, coconut sugar, and vanilla into a small blender or use a handheld stick blender to blend into a paste.
Lightly flour the bench and the rolling pin and roll the dough out into a rough rectangle of about 1/2cm thick.
Spread the filling over the dough and sprinkle over the walnuts. Roll up from the longest side then cut into 1-2 inches thick rolls.
Place into the tray and bake for 25 minutes or until a skewer inserted comes out clean.
Mix the glaze ingredients and spread over the top once cooled, and enjoy!