Snip the stem off each fig and make a crisscross cut 2/3 of the way down to partially open the fig. Trim the base of each fig so that it will sit upright when finished.
Place the figs, port, and vinegar in a small saucepan. Cook, uncovered, over low heat, shaking the pan occasionally, until the figs are plumped and softened and most of the liquid is reduced, 10-15 minutes. Set aside until cool enough to handle.
Meanwhile, combine the Gorgonzola, cream cheese, and rosemary in a small bowl. Blend with a fork. Cover and refrigerate until the figs are cooled. Cut the prosciutto into ¼-inch-wide ribbons.
Using a teaspoon, melon baller, or small spoon, place a dollop of the cheese mixture in the opening of each fig. Garnish each appetizer with a ribbon of prosciutto. Season with pepper, to taste.