How to Make It
Roughly chop leaves and stems of 3 mint sprigs. Place in a mortar and pestle, and grind until thoroughly crushed. Add lemon juice, and let stand 1 hour.
Preheat a charcoal or gas grill to medium-high (about 450°F). Grease grill grates with olive oil.
While grill preheats, gently press 1 walnut half into cut side of each fig half. Wrap 1 ham slice around each walnut-stuffed fig half.
Place cream in a small bowl. Place mint mixture in a wire-mesh strainer over cream, and press on mint solids to extract liquid. Season with salt, a splash of hot sauce, and lemon zest. Stir until mixture thickens.
Place stuffed figs on oiled grill grate, and grill, uncovered, until ham is lightly charred, fat has begun to melt, and figs begin to soften and ooze, 4 to 5 minutes. Transfer to a serving platter. Grate lemon over warm figs. Garnish with sliced mint, and serve immediately with mint cream.
To broil, place figs on an aluminum foil–lined baking sheet; broil on high about 6 inches from heat, 2 minutes. Flip figs, and broil until fat has begun to melt and figs begin to soften and ooze, 2 to 3 minutes. Mint cream may be made 1 day ahead. Chill until ready to serve.