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Mash the dates into a smooth paste. You can use a mortar and pestle or a food processor, or chop them finely with a knife.
Grind or pound the pistachio nuts.
Combine half of the ground pistachio nuts with the date paste and mix well. With damp hands, roll the mixture into small, uniform balls (moisture will make the mixture easier to handle).
Spread the remaining ground pistachios on a dish or piece of waxed paper.
Roll each mersu ball in the ground nuts, patting gently all around to ensure the nuts stick.