Preheat oven to 500° F. Scoop a small amount out of the center of each fig half and fill equally with the blue cheese. Put the halves back together and wrap each fig with prosciutto. Bake until the prosciutto begins to crisp, about 4 minutes. Remove from the oven and set aside.
Whisk together the lemon juice and olive oil and toss with the arugula. Place three warm figs on each plate. Place 1/4 cup of arugula in the center. Sprinkle with the almonds and serve.