Pare a few strips of orange peel, then put these in a small pan with the orange juice, 85g of clear honey and vanilla extract. Put over a very low heat until the honey has dissolved, then add the semi-dried figs. Simmer over a low heat, uncovered, for 10 minutes or until the figs are soft, basting occasionally. Remove from the heat and leave to cool for 10-15 minutes.
Mix the chopped walnuts, sesame seeds, 1 tbsp of the honey and ground cinnamon. Lift the figs out of the syrup, make a slit in the top of each and stuff them with the nut mixture.
Put the figs in a single layer in a baking dish and bake for 5-10 minutes at 160c/fan 140c/gas 3 until hot. Serve figs warm with yoghurt and the syrup.