Place the orange zest and orange juice in a medium (10-inch) heavy-bottomed pot or Dutch oven, such as Le Creuset. Add the sugar, vanilla bean, and figs to the pot. Cover and bring to a full boil over medium heat. (Don't worry; it may look dry.) Stir the mixture and boil hard for 1 minute, stirring to dissolve the sugar. Lower the heat, and cook uncovered at a full simmer for 50 minutes to 1 hour and 15 minutes, stirring occasionally. You want the little bubbles to be throughout the pot, not just at the edges. After 45 minutes, refrigerate a small amount of the liquid to see if it becomes syrupy. It should be like a soft fruit preserve. Keep cooking just until the liquid starts to gel when cold. If the liquid is too firm, add a little orange juice or water, cook for a minute, and test it again until it's right. Depending on how ripe the figs are, they will probably keep their shape, but it's fine if they don't. Discard the vanilla bean and serve or refrigerate.
Before serving, toast or grill the bread and spread with goat cheese. Spoon the fig preserves on, then the grated orange zest if using, and serve.