Preheat the oven to 400 degrees. Wash the sweet potatoes and then dry the excess water from the skin with a paper towel or clean dish cloth. Rub the olive oil all over the surface of the sweet potatoes. Use a fork to prick each potato several times.
Cover a baking sheet with foil and then place the potatoes on top. Bake the sweet potatoes for 45 minutes to one hour, or until they are soft all the way through (squeeze the potatoes to test for doneness).
Allow the sweet potatoes to rest for a few minutes while you prepare the filling. Roughly chop the dates and parsley (and the walnuts, if not purchased pre-chopped). Mix the dates, walnuts, and parsley together.
Once the sweet potatoes are cool enough to handle, slice them from one end to the other, lengthwise. Pinch each end and push in towards the center to make the potato pop open. Mash the inside up a bit with a fork, then stuff with the date/walnut filling. Sprinkle 1 tablespoon of gorgonzola on each potato. Serve warm.