Add the sugar, milk, oil, salt, eggs and 2 cups flour; beat on low speed 3 minutes. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, 6-8 minutes.
Place in a greased bowl; turn once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
Meanwhile, combine the dates, water, pecans, sugar and lemon juice in a saucepan. Cook and stir over medium heat until thickened, 7-8 minutes. Stir in preserves; let cool.
Punch dough down. Turn on a lightly floured surface; divide into thirds.
Roll each portion into a 15-in. x 6-in. rectangle.
Place on greased baking sheets.
Spread a third of filling down the center third of each rectangle.
On each long side, cut 1-1/2-in.-wide strips 1-3/4 in. into center. Starting at one end, fold alternating strips at an angle across filling; seal ends. Cover and let rise until doubled, about 30 minutes.