Preheat oven to 350°F and line a baking sheet with parchment paper or a silicon baking mat.
To make the filling, blend dried figs, orange zest, coconut sugar, and salt in a food processor until figs are broken down. Add water and blend until smooth.
For the dough, mix oat flour, almond flour, cinnamon, baking powder, salt, and coconut sugar in a large bowl. Add yogurt and oil, and mix until a dough forms.
Roll out the dough on parchment paper until 1/4″ thick. Spread fig filling evenly over the dough.
Fold both sides inward to create a log, then flip it so the seam side is down. Cut the log in half lengthwise and mend the edges.
Slice into bite-sized pieces, arrange on the baking sheet, and bake for 20 minutes.
Let cool before serving.