Cut the figs in half and arrange, cut-side up, on a baking sheet. Brush with the vinegar and lightly drizzle with oil. Season with a little salt and a generous grinding of pepper.
Cook under a preheated high grill for 4–5 minutes until heated through and a little charred.
Arrange 3 slices of Parma ham on each serving plate. Top with the grilled figs and scatter with rocket leaves. Drizzle over a little more oil and serve while the figs are still warm.