For the figs, cut the stalk off the very top of the figs and use a sharp knife to make a cross in the top of each fig. Squeeze gently to open them up slightly.
Place the figs onto a square of foil and scrunch the sides up to make a parcel.
Add the vanilla pod to the parcel and place the vanilla seeds inside the figs. Drizzle over the cider, then seal the top of the parcel.
Rub the base of the parcel with a little vegetable oil, then place into a hot frying pan. Cook for 4-5 minutes, or until the figs have softened.
For the thyme yoghurt, mix the yoghurt, thyme leaves, lime juice and vanilla extract together in a bowl.
To serve, place the foil parcel into a serving bowl and open the parcel at the table. Place a dollop of the thyme yoghurt in the middle of the parcel.