Heat your oven to 200C/180F. Then take a shallow muffin tin or even better, a mini muffin tin and lightly brush each whole with a little olive oil. Then cut each slice of prosciutto into 3 slices and drape 3-4 into each hole to create a cut shape of ham. Overlap the slices to ensure that there are no gaps where the filling could escape.
Cut your figs in half and place a half into each prosciutto cup. Then sprinkle some Roquefort into each whole to fill the gaps around the fig and on top if you like.
Break each half of walnut into a few chunks in your hand if you can or use a knife and chop them if you need to. Then sprinkle a few chunks of walnut into each prosciutto cup also.
Cook in the oven for around 12-15 minutes until the prosciutto is cooked and crispy and will hold it’s shape, and the Roquefort has melted.
Gently lift each cup out on to a serving dish and let them rest for 5 minutes or you will burn mouths. Serve with a napkin.