Preheat the oven to 350°F.

Heat the olive oil over medium heat in a small skillet and render the bacon in it until it browns and is nearly crisp. Pour off half the fat and add the onion, rosemary, thyme, and salt. Cook, stirring often, until the onion softens, about 3 minutes, then remove it from the heat.

Cut the figs in half and press your thumb into the center of each half to make a small depression. Arrange them cut side up in a small shallow baking dish. Divide the filling among the figs, forming each portion into a small mound covering the top of the fig. Crumble the goat cheese and place a scant teaspoon of it on top of each mound of filling. Sprinkle with whole thyme leaves.

When ready to serve, bake the figs until just warmed through, about 5 minutes. Serve while still warm.