In a blender container, place 1/2 cup of the rolled oats. Cover and blend until reduced to a powder. Transfer to a small bowl. Repeat with the remaining oats, 1/2 cup at a time. (You should have about 1-1/2 cups of oat flour.) Set oat flour aside.
In a large mixing bowl, beat butter or margarine with an electric mixer on medium to high speed about 30 seconds or until softened.
Add about half of the all-purpose flour to the margarine. Then add the sugar, brown sugar, eggs, orange peel (if you like), baking soda, vanilla, cinnamon, and nutmeg. Beat until thoroughly combined, scraping the sides of bowl occasionally. Then beat or stir in oat flour and remaining all-purpose flour. Stir in raisins or dates and chopped walnuts.
Drop dough by rounded tablespoons 2 inches apart onto ungreased cookie sheets. Bake in a 375 degree oven for 8 to 10 minutes or until edges are lightly browned. Cool on cookie sheets for 1 minute. Remove cookies and cool on wire racks. Makes about 42 cookies.