1. In a small saucepan over medium-high heat, combine the vinegar, figs and shallots. Bring to the boil, reduce the heat to low and simmer until almost all of the liquid has reduced to a thick, syrupy consistency, about 10 minutes. Remove from the heat and stir in the honey and lemon juice. Pour the glaze through a fine-mesh strainer and discard the pulp. Set aside to cool.
2. Remove the mini fillets from the underside of each breast (save for another use). One at a time, place each breast, smooth-side down, between 2 sheets of cling film and flatten to an even 1 cm thickness. Season both sides of the chicken with salt and pepper. Wrap one piece of prosciutto around the centre of each breast, letting the prosciutto stick to itself to hold it secure around the chicken. Lightly brush the chicken and the figs with oil.
3. Preheat the grill by turning it to high for 15-20 minutes with the lid closed. Then open the lid and brush the cooking grates clean. Prepare the grill for direct cooking over medium-high heat (200° to 230°C).
4. Grill the chicken over direct medium-high heat (230°C) with the lid closed as much as possible until the meat reaches a minimum internal temperature of 74°C, 8-10 minutes, turning once. At the same time, grill the figs over high heat with the lid closed as much as possible until well-marked and heated through, about 4 minutes, turning once after 3 minutes.
5. Divide the rocket evenly among four plates. Top each serving of rocket with one chicken breast and 4 fig halves. Drizzle the chicken and the rocket with the glaze and top with the cheese.