To make the filling, put the dates, sugar, coffee and water in a heavy-based saucepan over a medium heat and cook gently until all the liquid is absorbed and the dates melt to a smooth, sticky paste.

To make the biscuit dough, sift the flour into a large bowl. Add the butter and rub in with your fingers until it resembles fine crumbs. Add the icing sugar and mix well. Make a well in the centre and add the oil and milk, then work them in until you have a smooth dough.

Dust your surface with flour. Divide the dough into three and roll each into a large rectangle, about 3mm (¼ inch) thick. Divide the filling into thirds and smear onto each rectangle of dough, leaving a clear margin along one long edge. Brush each clear edge with egg white and roll up to form a log, sealing well at the edge. Gently, but firmly, roll each log back and forth to make it longer and thinner.

Refrigerate for 20 minutes or more to firm up. I have kept them in the fridge for a couple of days and baked as I needed them.

Preheat an oven to 160 degrees/gas 3. Remove the chilled logs from the fridge and slice on the diagonal into lozenges about one centimetre thick. Arrange on a greased baking tray and cook for 10 minutes. Lower the temperature to 140 degrees/gas 1 and cook for a further 10 minutes. Remove from the oven and cool on wire racks. When cooled, dust liberally with icing sugar.