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Put the almonds into a nonstick skillet over medium-high heat. Toast the almonds, shaking the pan every 10 seconds, until they're starting to turn brown in spots and you can smell them. Pour the almonds onto a plate and let cool 20 minutes.
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Once the almonds are cool, chop them fairly finely with a knife or in a small food processor. Don't make yourself crazy; it's fine if the pieces aren't quite all the same size.
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Wash the figs and cut off the stems plus about 1/2 inch. Poke your finger into the top of the fig and wiggle it down gently to make a little pocket in the middle of the fruit.
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Now take a small lump of the blue cheese and stick it down into the pocket. Using the back of a spoon or a pastry brush, coat the top of the fig with a thin layer of honey. Dip the top of the fig into the chopped almonds, then set the fig on a platter. Repeat with the remaining figs.
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Serve at room temperature so the cheese gets nice and soft.