In a pot, combine dried plums, dates, water and sugar. Cook over low heat, stirring constantly until thickened. Remove from heat and stir in the butter. Set aside to cool.

Meanwhile, in a bowl, site together flour, sugar, baking powder and salt. Cut in butter as for pastry.

In a separate bowl, combine the egg, heavy cream and vanilla extract and mix well. Blend the egg mixture into the flour mixture until well combined. Form two balls. Wrap one ball in plastic wrap and set aside.

Place the first ball on a floured surface and roll to 1/8-inch thickness. Cut into 2-inch squares. Place on uncreased baking sheet (I lined mine with parchment paper first).

Make 1-inch in all the corners. Place 1/2-teaspoon of filling into the center of each cookie. Bring every other corner up into center to a pinwheel and press lightly.

Bake at 325 degrees for 12 minutes or until the points are light golden brown. Cool on wire racks. Dust with confectioner sugar.