Preheat oven to 425°F. Trim stems from figs and slice in half lengthwise. Sandwich fig halves with cheese; arrange figs standing up in a 6-inch heavy-bottom skillet (preferably cast-iron). Drizzle with honey and oil; sprinkle with 1/8 tsp. each salt and pepper. Roast until warm and bubbly, 15 to 20 minutes. Serve with baguette slices, if desired.