Preheat oven to 350°F (175°C) and line a baking sheet with parchment.

Beat butter and sugar until light; add yolk and vanilla, mixing until smooth.

Stir in flour and salt until just combined, then fold in crumbled blue cheese by hand.

Roll tablespoonfuls of dough into balls and place 1 inch apart on sheet.

Press a thumb into each ball to make an indent, then fill with about 1/2 tsp fig jam.

Sprinkle walnuts on top if using and bake 12–14 minutes, until edges are set. Cool on a rack.