Preheat oven to 180°C and line a baking tray. Place figs cut side up onto the baking tray. Sprinkle over sugar and cinnamon.
Transfer to oven and bake for 30 minutes or until soft and caramelised. Remove from the oven and allow to cool to room temperature.
Place the rocket into a serving bowl and arrange figs and prosciutto on top then finally sprinkle over walnuts and dollops of goats cheese.