Preheat the oven to 180C/350F/Gas 4.
Place the fig on a baking tray. Using a sharp knife, carefully make an incision halfway down the fig in the top in the shape of a cross, so the top of the fig opens up when squeezed lightly.
Crumble the cheese into the exposed centre of the fig and bake in the oven for 3-4 minutes, or until the cheese starts to melt.
In a bowl, mix together the rocket and tomato with the lemon juice and season with salt and freshly ground black pepper.
To serve, arrange the rocket and tomato salad on a serving plate and place the baked fig on top.