Put dates into a bowl, cover with hot water and let it soak for 10-15 minutes. Reserve 1/2 cup of the soaking liquid, then drain dates well.
In a food processor, pulse oats until coarsely ground, then transfer into a bowl and set aside. Transfer dates and reserved 1/2 cup liquid to food processor and purée until smooth. Add date mixture, almond butter, shredded coconut, orange juice and zest, salt, cinnamon to oats and “knead” together to make a dough.
Line a tray with parchment paper. Roll dough into 24 balls, transferring them to the tray. Press down your thumb in each cookie to make an indentation in the middle. Spoon a bit of jam into each one and chill the cookies for at least one hour before serving.