Snip the hard stems off the figs. If you have small figs, make a vertical slice through the middle, without cutting all the way through the fig. You'll essentially be creating a little pocket for the cheese. If you have larger figs, make a vertical slice all the through the fig.
Take a small chunk of cheese and stuff it into the little pocket of the whole fig, or press it onto the cut side of the halved fig.
With a small sharp knife, cut the prosciutto lengthwise into inch-wide strips. Wrap a strip of prosciutto around the center of each fig half, or around the entire fig (depending on the size method you are using), with the ends overlapping.
Bake the figs for 8-9 minutes, until the prosciutto is a little crisp and the figs are warmed through. Serve.