Preheat oven to 325°F  and line baking sheets with parchment paper. Set aside.

In a small saucepan, bring the water to a boil and immediately turn heat to low.

Add the dried plums, dates, and sugar. Cook over low heat, stirring and mashing constantly, until thickened, about 3-5 minutes.

Remove from the heat and stir in the butter and orange peel . Cool.

In a food processor, pulse together the flour, sugar, baking powder and salt. Add in the cold butter and pulse until the butter is pea sized.

Pour contents of food processor into a medium bowl.

Stir in the egg, cream and vanilla.

Form into 2 balls and press each one into a disk on a piece of plastic wrap or waxed paper. Chill for 1 hour.

Place 1 ball at a time on a floured surface and roll to 1/8 inch thickness. Cut into 2-inch squares.

Make 1-inch slits in each corner. Place ½ tsp. filling in the center of each square. Bring every other corner up into the center to form a pinwheel and press lightly. Place 1 inch apart on baking sheets.

Bake for 15 minutes or until the points are light golden brown. Cool on wire racks. Dust with powdered sugar if desired.