Combine 1 cup flour, oats, undissolved yeast, orange peel and salt in large mixer bowl. Heat water, honey and butter until very warm (120° to 130°F). Add to dry ingredients; mix 2 minutes at medium speed of electric mixer, scraping bowl occasionally. Mix 2 minutes at high speed. Stir in dates and enough remaining flour to make a soft dough. Knead on lightly floured surface until smooth and elastic, about 4 minutes. Cover; let rest 10 minutes.
Roll dough to 13 x 9-inch rectangle. Roll up from short end as for jellyroll; pinch ends and seam to seal. Place loaf, seam side down, on greased baking sheet; flatten slightly to form oval. Cover; let rise in warm, draft-free place until doubled in size, about 30 to 40 minutes.
Brush with beaten egg. Make 3 diagonal slashes on top of loaf, about 3/4 inch deep.
Bake in a 375°F oven for 30 minutes or until done. Remove from baking sheet; cool on wire rack.