Preheat oven to 425 degrees F. Place figs, cut sides up, on a rimmed baking sheet. Drizzle evenly with balsamic vinegar, honey and vanilla; sprinkle with salt. Add rosemary sprigs to baking sheet.
Roast in preheated oven until figs soften slightly, about 10 minutes. Remove from oven; flip figs using tongs. Sprinkle baking sheet evenly with butter cubes.
Return to oven, and roast at 425 degrees F until butter is melted and balsamic vinegar is thick and syrupy, about 5 minutes. Remove from oven; let cool on baking sheet 10 minutes. Discard rosemary sprigs. Sprinkle figs with lemon zest.
