Prepare a 9×9-inch brownie pan (I use a metal pan) by greasing it and fitting a square of parchment at the bottom.
To make the date filling
Place the dates with the water in a saucepan. Stir over medium–low heat. After 5–10 minutes, the dates will absorb all the water, soften, break open, and form a paste. Transfer the paste to a food processor, and blend until smooth (this is not absolutely necessary, but this will chop up the dates skins nicely giving a more even texture to the paste). Add the vanilla and blend for a few seconds more. Transfer to a bowl and refrigerate to cool it down fast.
To make the oat crust and crumble topping
In the bowl of a food processor, pulse together the oats, sugar, flour, salt, and cinnamon. Add in the cold butter and pulse it with the flour/oat mixture to form a crumble. You can also do this by hand like the topping for a fruit crisp.
Pour half of the mixture into the prepared pan. Press it down (with your fingers or the flat bottom of a glass). Be sure to get into the corners. You want a good tight base for your squares.
Top the base with the date paste, smearing it carefully to coat the base evenly with a small offset spatula.
Top with the rest of the crumble, scattering it evenly over the date filling with your hands. You can gently press the crumble very lightly into the date paste to anchor it in place.
Bake the squares for 45 to 55 minutes, until the edges begin to turn golden brown. Colour is flavour and the longer baking time ensures the bottom crust is properly baked.
Remove the pan from the oven and set on a rack to cool completely. Once the bars are room temperature, refrigerate them for at least 1 hour until really cold so that cutting them is easier. Cut into 16 squares and serve.