Preheat the oven to fan 160C/conventional 180C/gas 4. Unless the baking sheet is non stick, line it with foil, then brush the foil lightly with oil.
Cut the figs into quarters, from the top almost to the base, and arrange on the foil. Slice the goat’s cheese and arrange in the centre of the figs. Bake for 10-15 minutes until the cheese is melted and tinged brown.
Meanwhile, whisk the dressing ingredients with some seasoning. Put a couple of good radicchio leaves on each serving plate. Remove the figs from the oven and place on the radicchio leaves. Scatter the walnuts on top. Drizzle with the dressing and serve warm or at room temperature.