For the baked figs, cut a cross into the top of each fig and squeeze the bottom slightly to open it out. Place in a gratin dish, drizzle over the honey, butter and thyme and bake for 6-7 minutes. Remove from the oven and set aside to cool slightly.
For the sabayon, place the egg yolks, sugar and auternes into a bowl that fits snugly over a pan of gently simmering water and whisk constantly until the mixture thickenRemove from the heat and continue to whisk for a couple of minutes, or until cooled slightly.
To serve, place the figs on a serving plate. Pour the sabayon over the figs. Using a blowtorch, carefully caramelise the top of the figs. (Alternatively, you could place in under the grill until caramelised.) Garnish with the sprig of thyme.