Grill, toast or roast the sourdough bread until well coloured. Drizzle the bread with olive oil and lay the rocket leaves and goats cheese on top. Place the figs, either whole or halved on the bread beside the goats cheese. Season with a pinch of sea salt.
Spoon some of the fig cooking juices over the figs and cheese and serve as soon as possible.
Place the honey and lemon juice in a bowl and mix well. Prick each fig twice with a pin or a skewer and roll them in the honey and lemon. Place the figs and the juice in a small oven-proof tray or baking dish that they fit into snugly. I use a Pyrex pie-dish. Cook until tender but not collapsed. By now there should be a lovely deep pink slick of fig syrup in the bottom of the dish. The cooking time will depend on the ripeness of the figs. I start checking the figs after 20 minutes, but about 30 minutes should do it. Remove from the oven and allow to cool.