Cut a cross in the top of each fig without cutting through the base. Put 1 teaspoonful of the goats' cheese and a mint leaf in each fig. Transfer to a roasting tin, then season with salt and pepper and drizzle with the oil. Bake in a preheated oven, 190°C (375°F), Gas Mark 5, for 10–12 minutes until the figs are soft and the cheese has melted.
Put the baby rocket leaves in a bowl. Whisk together the oil, lemon juice, salt and pepper and drizzle over the leaves. Serve with the figs.