Preheat oven to 425º F.
Remove the hard stem from the top of each fig and cut in half lengthwise.
Cut the prosciutto in half lengthwise, you will have 40 pieces. (You may want to trim off some of the fat.)
Wrap a strip of prosciutto around each fig half, and overlap the prosciutto so it sticks to itself.
Arrange the wrapped figs, cut-side up, on a sheet pan then brush with the olive oil.
Put the figs in the oven and roast for 10 to 12 minutes. The prosciutto should get a little crispy and the figs will be warm.