Preheat oven to 350°F and line baking pan with 2 strips of parchment paper fit to pan. Hold overlapping parchment edges down with 4 binder clips. The parchment helps lift date squares from pan after baking. The binder clips help the parchment from moving around when having to evenly press date squares base down. Alternatively you could grease with butter, oil, or coconut oil to prevent sticking.
In a large bowl combine oats, flour, sugar, cocoa, zest, nutmeg, baking powder and salt. Then cut in butter using pastry blender or clean hands until blended. You should have a crumbly sticky mixture.
In a large sauce pot combine dates, cranberries, water, juice, zest and salt. Bring to boil and reduce to simmer for 5 minutes. Take off heat and with a spoon or spatula mix in orange oil, if using, and vanilla extract. Stir until well blended and you have a date paste with chunky bits.
Assemble date squares by taking half of the oat mix and pressing it evenly on the bottom of pan with fingers until you have a base. Then spoon the date paste mix overtop and spread out evenly. With hands, crumble over the rest of the oat mix to evenly coat.
Bake for 40-45 minutes or until topping is golden brown. Let cool completely in pan (can refrigerate). Then using the parchment, pull all the squares out onto a cutting board and cut to desired size. Store in a sealed container at room temperature for up to 4 days or in the fridge for up to 2 weeks. Freezer friendly for up to 6 months.