Heat oil in a wok or deep fryer to 360 degrees F. Combine dates, walnuts, orange zest and juice. Lay out wonton wrappers with a point facing you, top with a small spoonful of date mixture and roll away from you into a tight cylinder; it will look like a little cigarette. Fry, in batches if necessary, until golden; remove with a slotted spoon and drain on paper towels. Let cool slightly and dust with confectioners' sugar.
Recipe courtesy of Emeril Lagasse