Zest the orange. (Zest only the topmost layer avoiding the bitter white pith underneath.)
Make the stuffing: coarsely blend the pistachios and dates in a blender jar. Add to a bowl along with the butter, cinnamon and orange zest. Rub the butter into this mixture with your fingers. It’ll look like a paste at this point. Refrigerate the stuffing while you prepare the figs.
Make an X-shaped incision at the top of each fig, cutting into the fruit, but making sure not to go all the way down.
Stuff the figs with a generous amount of the stuffing. Place them snugly in a baking dish (you don’t want a dish too big; the orange juice will evaporate too much).
Juice the orange and pour over the top of the figs. Cover the baking dish with foil and bake for 40 mins or until the figs have softened. Serve warm with a dollop of yogurt and some of the orange syrup from the dish spooned over.
Notes
The dates that I used were quite dry and small. Use fewer if using large juicy ones.