Line a medium-sized baking dish with parchment paper. Add the block of feta to the center of the baking dish on the parchment paper.
In a small bowl whisk together the honey, balsamic vinegar, olive oil, chili flakes orange zest and a pinch of salt. Set aside.
Place the sliced figs and grapes around the block of feta cheese. Sprinkle the chopped walnuts on top of everything in the pan. Drizzle the honey-balsamic mixture over everything in the pan (feta cheese, figs and grapes) and use a spoon to gently toss the fig slices, walnuts and grapes in the honey-balsamic mixture around the feta.
Bake for 24-28 minutes or until the feta is quite soft, the grapes are starting to burst / soften and the figs are starting to soften and get jammy.
Garnish with fresh thyme leaves, a drizzle of honey over the feta cheese and serve with crostini, baguette, pita chips or crackers. To serve, you can keep everything in the baking dish you baked it in and let it cool a bit before serving.