Preheat the oven to 350° F. In a medium heavy skillet, place the bacon slices in a single layer and cook over low to medium-low heat, turning as needed until just beginning to brown. Transfer to a paper towel to drain. Cut each bacon slice into 4 or 6 pieces.
Arrange the figs on a baking sheet, cut sides up. Brush the cut surfaces with balsamic vinegar. Place a piece of bacon on each cut side. Top with a small crumble of cheese. Bake until the figs are warmed, about 8 minutes. The cheese will not melt but may toast a bit. Serve immediately.
