Place figs, sugar, orange segments, rind, juice, rosemary and black pepper in a small saucepan. Stir and bring to a boil. Cover pan and reduce heat. Simmer for 10 minutes. Uncover and cook for another 5 minutes or until fig mixture thickens. Remove from heat and allow to cool.
Place baguette slices on a sheet pan. Evenly divide fig mixture and goat cheese on slices. Top with chopped walnuts. Broil for 1-2 minutes or until nuts look toasted. Serve warm or at room temperature.