For filling, in a small bowl combine figs, snipped sage, and honey; set aside.
Cut dough into 12 equal portions. Shape dough portions into balls. Working with one dough ball at a time, flatten it to a 3-inch circle. Top with a rounded teaspoon of the filling and a few pieces of the cheese. Fold dough over filling; pinch edges to seal. Place, seam side down, in the prepared baking pan. Cover and let rise until double in size (1 to 1 1/4 hours).
Preheat oven to 350 degrees F. In a small bowl whisk together egg and the water; brush lightly over rolls. Gently press small sage leaves on top of rolls; brush again with egg white mixture.
Bake in the preheated oven about 20 minutes or until golden. Cool in pan on a wire rack for 5 minutes. Serve warm.