Combine wholemeal flour, ground walnuts, bicarbonate of soda, salt, cinnamon and nutmeg in a medium bowl.
Beat butter, brown sugar and honey together in a large bowl until light and fluffy. Add egg, orange zest and vanilla extract; beat until thoroughly combined. Add flour mixture in 3 batches, mixing until just combined and dough is very soft and sticky.
Wrap dough in cling film. Pat into a round disc and refrigerate, 4 hours to overnight.
Place figs, water, honey, orange juice, vanilla extract, orange zest and nutmeg in a medium saucepan. Bring filling mixture to simmering point over medium heat, stirring occasionally. Cook until figs are softened and fall apart easily when pressed with a spoon, about 15 minutes. Remove from heat and cool for 10 minutes.
Place filling mixture into a blender or food processor; puree until smooth. Pour puree into a glass container and let cool completely until filling has a spreadable consistency. Refrigerate until ready to use.
Preheat the oven to 180 C / Gas 4.
Place a piece of baking parchment on a work surface and generously flour the paper and a rolling pin. Roll out the chilled biscuit dough into a 25x35cm rectangle about 1/2cm thick. Continue to flour the baking parchment and rolling pin as necessary. Divide dough into 4 strips about 9cm wide by 25cm long.
Divide the fig filling among the strips of dough. Spread filling lengthwise down the center of each piece, leaving about 1cm of space on the sides. Gently pull one side of the dough halfway over the filling. Repeat with the opposite side and pinch to seal in the filling to form a log about 2cm wide and 25cm long.
Gently roll the log over so it's seam-side down. Brush off any excess flour and gently press the top of the roll to flatten slightly. Repeat this process with the other strips.
Brush off any excess flour from the top of, and in between, the logs. Gently lift the baking parchment , with the logs still on it, onto a baking tray. Arrange logs about 2cm apart on the baking tray.
Bake in the preheated oven until logs just begin to brown and feel slightly crispy to the touch, 20 to 25 minutes; allow biscuit logs to cool for 5 minutes. Use a serrated knife to slice each log into 8 fig rolls. Let fig rolls cool completely, at least 40 minutes.
Store cooled fig rolls in an airtight container until softened, 8 hours to overnight.