Preheat the oven to 400 degrees F.
Make a small slit in the side of each fig and stuff a raisin-size piece of cheese in the opening.
Wrap a piece of prosciutto around each to enclose like a little cocoon. Stand the figs on a sheet pan. Bake for 12 to 15 minutes so the prosciutto melts slightly and forms a skin around the figs. Season with lots of ground black pepper. These are terrific hot or at room temperature