Chop the figs into quarters or sixths and place them on a baking sheet cut-side up.
Also place the walnuts on the baking sheet
Roast the walnuts for 5 to 8 minutes (until they're toasted and have some color), and the figs for 15 to 20 minutes, or until juices are running out and they are soft when poked. Remove figs from the oven and allow them to cool (to speed up this process, stick them in a bowl and put them in the freezer or refrigerator).
Add a layer of yogurt to a glass, followed by a layer of roasted figs and walnuts plus a drizzle of honey, followed by more yogurt and figs and walnuts and more honey.