Place figs on non-greased baking sheet, opening with fingers as best you can. In a mixing bowl, stir together Gorgonzola cheese, chopped walnuts and chopped parsley until well mixed. Using a tablespoon, stuff 1 tablespoon filling in each fig.
Bake figs 8 to 10 minutes, until cheese filling is bubbling out. Meanwhile, lay 3 or 4 slices of Prosciutto on each of 4 plates.
Remove figs from oven, place 3 in center of each plate and serve immediately.