For the pastry dough: Whisk the eggs and vanilla in a small bowl to blend. Mix the flour, sugar, lemon zest, and salt in a large bowl. Add the butter and rub in with your fingers until the butter is the size of small peas. Add the egg mixture and mix with a fork until the dough comes together. Gather the dough into a ball. Divide the dough in 2 and flatten into disks. Wrap the dough disks in plastic and refrigerate for 1 hour.
Meanwhile, for the filling and cookies: Preheat the oven to 350 degrees F.
Line 2 heavy large baking sheets with parchment paper. Finely chop the figs and raisins in a food processor. Add the honey, orange juice, cinnamon, and lemon zest, and pulse just to blend. Scrape the fig mixture into a medium bowl. Stir in the walnuts. Transfer the fruit mixture to a pastry bag.
Roll out 1 disk of dough on a floured work surface to 1/8 to 1/4-inch thickness. Using a 2 1/2-inch diameter biscuit cutter, cut out dough rounds. Gather the dough scraps into a disk, then cover and refrigerate while assembling the cookies. Spoon the fruit mixture in the center of each dough round. Lightly moisten the edges of the dough with the egg wash. Fold the dough over the filling and press the edges to seal. Arrange the cookies evenly apart on the prepared baking sheets. Brush the tops of the cookies with egg wash. Bake until the cookies are pale golden, about 18 minutes.
Cool the cookies on the baking sheet for 5 minutes. Transfer the cookies to a cooling rack and cool completely. Repeat with the refrigerated dough scraps and remaining filling.