Preheat the oven to 350 degrees F. Line a baking sheet with parchment paper.
Place the figs and tomatoes skin-side down on the prepared baking sheet. Roast until they start to brown and soften, about 40 minutes. Cool, and then remove the tomato skins.
Put this mixture in a saucepan with the bay leaf and cook over medium-high heat until the mixture begins to boil. Reduce the heat and simmer, stirring often, until it thickens and reduces by a third, about 30 minutes--it will be thick enough so that when you stir it, you'll be able to see the bottom of the pot. Remove the bay leaf and discard. Season with salt.
Recipe courtesy Damaris Phillips