Cut the figs crosswise at the base of the stalk and gently press them apart in the middle. Pour the cream cheese in the middle and then wrap each fig with 1 slice of ham. Put the figs in an ovenproof dish.
Make a dressing from oil, vinegar, honey, salt and pepper and spread over the figs. Then bake the figs for about 20 minutes at 180 degrees in the preheated oven and serve warm.
Alternatively, the figs can be filled with Roquefort or fresh goat cheese.