Mix all the ingredients together in a bowl, ensuring that the figs are not stuck together and you have a paste.
Cover and set aside.
Sift the flour, sugar, baking powder and salt into a large mixing bowl.
Cut the butter into small pieces and, using your fingertips, rub into the flour until it resembles fine breadcrumbs.
In a jug, whisk together the milk and egg and pour into the dry ingredients. Using a wooden spoon, mix together to form a soft dough.
Tip it out onto a floured surface and knead for 10-20 seconds.
Take the dough and shape it into a square.
Using a rolling pin, roll out on a lightly floured surface into a approx 25cm square.
Spread the filling evenly on top of the dough sheet, leaving about 1cm free at the bottom edge. Brush the bottom edges with the egg wash, then tightly roll up the dough to form a log, as you would for a swiss roll. Using a sharp knife, make a single lengthwise cut down the middle of the loaf and right the way through, open the lines of dough and filling to face you.
Take the two strands, one in each hand, with the cut side of each strand facing up and twist them around each other. Press the ends firmly together so they do not unwind during baking. Place the twist on a baking tray lined with non-stick baking paper. Place into the preheated oven set at 210®.
Meanwhile, prepare the glaze by placing apricot jam and water into a small saucepan and bringing to the boil, stirring constantly. Strain through a sieve.
Bake for approx 25 minutes. Turn the tray halfway through baking to ensure even colour.
Remove loaf from the oven and brush with the hot apricot glaze before setting on a wire rack to cool.