Warm pie crust to room temperature according to package directions. Meanwhile, in a small saucepan, combine figs and bourbon; add enough water to cover by 1 in. Cook, covered, over low heat until figs are plump, 15-20 minutes. Remove from heat; drain. Cool 15 minutes and pat dry. Cut each fig into quarters. Set aside., In same saucepan over medium-low heat, combine walnuts with 1/4 cup maple syrup, cinnamon and nutmeg. Cook, stirring constantly, until liquid is almost evaporated, 5-7 minutes. Spread nuts on a baking sheet lined with parchment; freeze until set, about 10 minutes., Unroll pie crusts. Using a 4-in. round cutter, cut 12 circles, rolling and cutting scraps as necessary. Stir vanilla and remaining 1 Tbsp. maple syrup into mascarpone cheese. Spread scant 1 tablespoon mascarpone mixture over half of each circle to within 1/4 in. of edge; layer with 2 teaspoons maple walnuts and 4 fig pieces. Make an egg wash by whisking egg and water; use to moisten edge of crust. Fold crust over filling; press edges with a fork to seal. Repeat with remaining crust and filling. Brush egg wash over pies. Freeze pies on a parchment-lined baking sheet 10 minutes., Remove from baking sheet. Grill pies, covered, on a well-greased grill rack over medium direct heat until golden brown, 5-7 minutes per side.