Make the filling: Soak figs in hot water for 10 minutes. Drain and blend with honey, lemon juice, cinnamon, and a little water to make a thick paste.
Make the dough: Mix butter and sugar until creamy. Add egg yolk, vanilla, and salt. Stir in flour. If dry, add a splash of milk. Form dough into a ball. Chill for 30 minutes.
Assemble the rolls: Roll dough into a rectangle (about 1/4 inch thick). Spread fig paste in a log down the center. Fold dough over filling and seal. Cut into even pieces.
Bake: Preheat oven to 350°F (180°C). Place rolls on a baking sheet with parchment. Bake for 15–18 minutes or until golden.
Cool and serve: Let cool on a wire rack. Enjoy warm or at room temperature.