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.
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