In a medium-sized saucepan, combine the coffee, figs, honey, spices and orange zest. Bring to a boil, reduce heat and simmer covered for 20 minutes.
With a slotted spoon, remove figs from pan. Simmer liquid an additional 5 minutes, uncovered, over medium heat until reduced and syrupy. Combine figs and syrup and allow to cool to room temperature on the counter. Then cover and refrigerate until ready to serve.
Spoon 6 oz. of the Greek yogurt into each of four serving dishes. Top each generously with the coffee fig compote.