Preheat the oven to 180C/350F/Gas 4.
For the roasted figs, cut off the tops of the figs and make a cross in the top of each. Squeeze gently to open the figs up slightly.
Place the figs onto a large piece of foil and drizzle with the balsamic vinegar, honey and thyme. Seal to make a parcel by scrunching the edges together.
Heat an ovenproof frying pan and place the parcel into the pan.
Transfer the pan to the oven and roast for five minutes. Place the parcel onto a serving plate.
For the honey and orange yoghurt, place the yoghurt, cinnamon, honey, orange zest and juice into a small bowl and mix well.
To serve, open up the fig parcel and top with the yoghurt.