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 fig to enclose it. Stand the figs on a baking sheet. Bake until the prosciutto melts slightly and forms a skin around the figs, 12 to 15 minutes. Transfer to a serving platter. Drizzle with honey and season with lots of pepper. Serve hot or at room temperature.