In large bowl, mix together ½ cup blue cheese, butter, and sugar with wooden spoon until well combined. Add egg yolk, and mix well to blend. Stir in flour and salt, mixing until soft dough forms.
Turn dough out onto clean, lightly floured surface, and knead for 1 to 2 minutes, just until smooth. Roll and shape dough into an 8-inch-long log. Cut log in half crosswise, wrap each half in plastic, and refrigerate 20 minutes.
Heat oven to 350°F. Line a baking sheet with parchment or grease it lightly. Cut each fig lengthwise into thirds. Cut each chilled dough log crosswise into rounds about ⅜-inch thick. Place rounds on baking sheet at least 1 inch apart.
Sprinkle about 1 teaspoon remaining blue cheese in center of each shortbread cookie, and top with two slices of fig. Gently press the figs into each cookie, while patting into 2-inch-wide rounds. Bake 15 minutes or until edges just begin to turn golden. Cool cookies on wire rack.