Crush the oats: Place the oats in a blender or processor and grind them lightly, without pulverizing.
Blend the ingredients: Add the soaked dates, chopped pecans and oats to the processor. Process on medium speed until a moldable dough forms. If it is too dry, add 3 teaspoons of the date water.
Form the little baskets: With a spoon, scoop out portions of the mixture and form balls with your hands. Press the center of each ball with your thumb to shape them into little baskets.
Prepare the oven: Preheat the oven to 180°C and place the little baskets on a tray lined with waxed paper.
Fill and bake: Add a little jam in the center of each basket. Bake for 15 minutes at 180°C.
Cool and serve: Let cool slightly before enjoying. Can be served at room temperature or chilled.