Heat oven to 350°F. Line an 8 x 8 inch baking pan with parchment, leaving overhang for easy lifting.
Make the fig filling: In a saucepan, combine figs, orange juice, water, and lemon juice. Bring to a simmer over medium heat and cook, stirring occasionally, until most liquid is absorbed and figs are soft, about 10 to 12 minutes. Transfer to a food processor and pulse to a thick, spreadable paste. Stir in vanilla and let cool 10 minutes.
Make the crust and crumble: In a large bowl, whisk oats, flour, brown sugar, baking soda, salt, and cinnamon. Add melted butter and egg; stir until evenly moistened and clumpy.
Reserve about 1.25 cups of the crumb mixture for topping. Firmly press the remaining mixture into the prepared pan to form an even crust.
Spread the fig filling evenly over the crust. Toss the reserved crumbs with walnuts (if using), then sprinkle over the filling.
Bake until the top is golden and the center is set, about 25 to 30 minutes. Cool completely in the pan on a rack.
Use the parchment to lift the slab out. Cut into 16 bars. Store airtight at room temperature for up to 3 days or refrigerate for 1 week; freeze up to 2 months.
Notes
For a gluten-free version, use a 1:1 gluten-free all-purpose blend and certified gluten-free oats. Swap orange juice with apple juice if preferred, and add a pinch of cardamom for a bakery-style twist.