In a small bowl, submerge the dates in the lager and soak for 2 hours.
Heat a toaster oven to 450 degrees F and place a rack in a quarter sheet pan or use the pan that came with your toaster oven if applicable (see Cook's Note).
Thoroughly mix the cream cheese, gherkins and sriracha together, then transfer to a zip-top bag and snip off one corner of the bag, leaving about a 1/2-inch opening.
Drain and then open the dates by using a pair of scissors to cut a lengthwise slit in each date. Pipe roughly 1/2 teaspoon of the cream cheese mixture into each date and wrap with half a pepperoni slice. Place the wrapped dates on the rack, pepperoni ends down, and gently press to anchor.
Bake until the pepperoni is brown and crispy, about 10 minutes. Cool 5 minutes before devouring.
Obviously if you don't have a toaster oven you can use a regular oven. But honestly, you should think about picking up a decent toaster oven sometime soon.