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Heat oven to 200C/180C fan/gas 6. Cut a cross in the tops of the figs nearly, but not quite, all the way down to the bottom, and pinch the bases. Sit in a baking dish or roasting tin (big enough so the figs can sit in a single layer with the whole cheese) cut-side up, but don’t put the cheese in yet.
Mix together the vinegar and wine or grape juice with some seasoning, and pour all over the figs. Scatter over the walnuts and thyme. Finally, drizzle over the honey. Bake for 15-20 mins until the figs start to become soft and sticky.
Tuck the whole cheese in among the figs and put back in the oven for a final 5 mins. Lift the dish straight to the table and serve with lots of crusty bread to scoop up the molten cheese.