1. For filling, in a medium saucepan combine figs, brown sugar, orange peel, and orange juice. Bring to boiling; reduce heat. Simmer, uncovered, for 15 to 20 minutes or until nearly all of the liquid has evaporated, stirring occasionally. Remove from heat; cool slightly. Transfer fig mixture to a food processor or blender. Cover and process or blend until smooth. Set aside.
2. Preheat oven to 350 degrees F. For the dough, in a large mixing bowl beat butter with an electric mixer on medium to high speed for 30 seconds. Add the granulated sugar and beat until combined. Beat in eggs and 1 teaspoon vanilla until combined. In a medium bowl stir together the flour, baking powder, cinnamon, and salt. Add to beaten mixture and beat on low speed until combined.
3. Divide dough into 4 pieces. Roll each piece between parchment paper into 12x5-inch rectangles (if dough seems soft chill until easy to handle). Spread 1/4 cup of the fig mixture down the middle of each rectangle. Fold rectangles in halve lengthwise over filling and seal edges with the tines of a fork. Cut each rectangle crosswise into 12 slices. Place slices 2 inches apart on parchment on a cookie sheet. Bake for 15 minutes or until lightly browned. Remove and cool on a wire rack.
4. For icing, in a small bowl stir together powdered sugar, 1/4 teaspoon vanilla, and enough milk to make of drizzling consistency. Drizzle lightly over cookies. Allow to stand until set.