Combine whole wheat flour, ground walnuts, baking soda, salt, cinnamon, and nutmeg in a medium bowl.

Beat butter, brown sugar, and honey together in a large bowl until light and fluffy. Add egg, orange zest, and vanilla extract; beat until thoroughly combined.

Add flour mixture in 3 batches, mixing until just combined and dough is very soft and sticky.

Wrap dough in plastic wrap. Pat into a disk and refrigerate for 4 hours to overnight.

Place figs, water, honey, orange juice, vanilla extract, orange zest, and nutmeg in a saucepan. Cook until figs are softened, about 15 minutes.

Puree the figs in a blender or food processor until smooth. Cool the mixture completely.

Preheat the oven to 350°F (175°C).

Roll out the chilled dough into a rectangle about 1/4 inch thick on parchment paper. Divide into 4 strips.

Spread fig filling lengthwise down the center of each dough strip. Fold over and seal to create cookie logs.

Arrange logs on a baking sheet and bake until slightly brown, 20-25 minutes.

Slice logs into small pieces and let cookies cool completely, at least 40 minutes.