Preheat the oven to 375ºF. Line a large shallow baking pan with parchment paper or foil. Cut each fig into 4 to 6 pieces, depending on size; set aside. Unfold one sheet of phyllo on a flat work surface. Brush it lightly with melted butter, top with a second sheet of phyllo, and again brush lightly with butter. Continue until all the phyllo sheets are stacked one atop the other, and brushed with butter. Cut the stacked sheets into 4 strips, each about 4 inches wide.
At the base of each strip, and near the left corner, place about 1 tablespoon of walnuts, 1 tablespoon of cheese, and 2-3 pieces of figs, mounding all the ingredients slightly. One strip at a time, fold the filled corner diagonally over to the opposite edge, thus covering the filling and making a rough-looking triangle at the base of the strip. If any filling falls out, just push it back in. Continue folding the strip–this is just like folding a flag–keeping the triangular shape, until you have a 3-sided packet with the filling enclosed. Fold the remaining strips the same way.
Place the packets on the prepared baking pan, leaving some space between them, and brush the tops lightly with melted butter. Bake about 20 minutes, until puffed and lightly browned. Cool for about 10 minutes before serving. In a large bowl toss the greens with olive oil and lemon juice until evenly coated, then season with salt and pepper to taste.
Divide the dressed greens among 4 plates, and place a warm phyllo packet on each, next to the greens.
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