Melt caster sugar in a saucepan until a caramel forms and pour over walnuts on foil to cool.
Beat condensed milk, honey, and goat's cheese together, then fold in whipped cream and half the walnuts.
Freeze the ice cream mixture in a container or an ice cream maker.
Simmer fig ingredients with 15ml water until thick, blend, and leave to cool.
Preheat the oven to 180°C.
Mix dry pastry ingredients, add combined wet ingredients to form a soft dough, and roll into a 20 x 30cm rectangle.
Spread fig filling on dough leaving a 1cm border, roll up, and place on a lined tray.
Brush with egg, sprinkle with vanilla sugar, and bake for 40 minutes until golden.
Drizzle with honey, top with remaining walnuts, and serve with the ice cream.