Take a loaf pan and coat it with nonstick spray, then cover the bottom with parchment paper, set aside.
Roll out the dough on a floured surface into a rough 10X10 inch square. Spread the date filling on the dough, leave one inch border. Then spread the chopped walnuts and shredded coconut. Brush the borders with water.
Roll the dough tight and pinch both ends to seal. Place the roll in the freezer for 15 minutes.
Take the roll out of the freezer, cut it into half lengthwise, leave 1 inch at one end. Lay the cuts next to each other and lift one side over the other, forming a twist, try to keep the cut side outside.
Transfer it into the loaf pan, it's ok if it twists a bit. Cover it with a damp towel and let it rise at room temperature for 1 1/2 hours.
Preheat the oven to 375 F. Once heated, bake the babka for 25 to 35 minutes. Check at 25 minutes by inserting a toothpick in the center, if there is no dough attached, it's ready. If not baked in the middle but brown on top, cover it with foil and bake it for 10 more minutes.