Using a sharp knife, cut a cross into the top of each fig. Push the fig down on a chopping board to open it slightly, then place in a 25 x 25cm/10 x 10in square of foil. Spoon over the vinegar, honey and thyme and season with salt and freshly ground black pepper. Fold the foil over to make a parcel and seal the edges.
Place the parcel in a small frying pan over a medium heat and cook for 8-10 or until the figs have softened. Open the parcel and sprinkle with the cheese to serve.