Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Cut the figs in half and wrap a slice of prosciutto around each fig half, with the ends of the prosciutto overlapping. Place each wrapped fig on the baking sheet. Drizzle each fig with olive oil, rosemary, salt and pepper.
Cook the figs until the prosciutto is brown and crispy, 4 to 5 minutes. Serve warm.