Preheat your oven to 350. Prepare your pan(s) by rubbing them with shortening, then dusting with flour, or spray with that flour/grease-in-a-can. This recipe makes a single 8X8 inch pan, or you could do two loaf pans and stack them as layers. Or double the recipe and make two full size layers.
Warm the milk and dates in a pan, or microwave until warm. Let sit for at least 10 minutes. Break up the dates into the milk as much as you can. (There are no visible dates in the Baker's Bakery cake. You could use a blender or a food processor. I used a fork to break up the dates).
In a separate bowl, sift together the flour, salt, baking powder and baking soda. Or put the ingredients in the bowl and stir them with your whisk. The idea is to make sure the leavening is evenly distributed.
Cream the shortening in your mixer for a minute or so. Add the sugar and continue creaming for 2 more minutes. Add the vanilla and one egg. Mix until combined. Scrape the bowl. Add the next egg. Mix until completely combined.
Add 1/3 of the flour mixture. Mix on low until combined (15 seconds?). Scrape the bowl. Add 1/2 of the milk/date mixture. Mix on low until combined. Scrape the bowl. Add another third of the flour. Mix on low until combined. Add the last of the milk/date mixture. Mix on low until combined. Add the last of the flour. Mix on low until combined. Pull the bowl from the mixer. Mix in the walnuts, making sure that everything is evenly combined.
Divide into the pans (easy division if you're only doing one pan) and spread the batter smooth. Place in the center of the oven and back for 45-50 minutes for a single layer, 35-40 if you are doing two loaf pans.
Take the cake out of the oven and let sit for 15 minutes, then turn out of the pan onto a cake rack and let cool completely. Frost with White Cake Frosting. To match the Baker's Bakery experience, do two layers with frosting between the layers and sprinkle chopped walnuts on the sides of the cake.