Toast the walnuts lightly in an oven or a dry frying pan.
Put the mascarpone and ricotta cheese into a bowl with the sugar and liqueur. Mix gently but thoroughly. Divide each walnut in half, lengthways across its seam.
Slit the dates vertically down one side with a sharp knife, leaving them whole. Remove the stone. Fill each date with a teaspoonful or so of the mascarpone mixture. You can pipe the mixture in if you prefer. Add a walnut half to each date and gently close them up a little. Refrigerate for about an hour before serving.