Preheat the oven to 375°. Arrange the baguette slices on a baking sheet in a single layer. Lightly brush the baguette slices with oil. Toast in the oven until the baguette slices are golden, about 8 minutes. (You can toast the baguette slices 1 day ahead. Cool, then store them at room temperature in an airtight container.)
Toss the gorgonzola with walnuts in a small bowl. Spoon the cheese mixture onto the baguette slices and press slightly to adhere. Return the baking sheet to the over and bake until the cheese melts, about 8 minutes.
Arrange the crostini on a platter. Top each with a slice of fig, if desired. Drizzle with honey and serve warm.