Preheat the oven to 220°C/420°F/Gas 7. Boil the kettle. Line the base of a 23cm springform cake tin with a round of greaseproof paper, rub the tin with a little olive oil and lightly dust with icing sugar.
Sieve 300g of icing sugar into a large bowl and beat with the cream cheese and vanilla until smooth, then – one at a time – whisk in the eggs, and finally sieve and whisk in the flour.
Pour into the lined tin, wrap the base in tin foil to protect the seal, then place inside a deep roasting tray and carefully half-fill the tray with boiling kettle water. Bake on the top shelf of the oven for 20 minutes, or until golden and loosely set in the middle, with a slight wobble. Leave to cool in the water for 15 minutes then put aside to cool completely. Cover, then chill for at least 4 hours.
Meanwhile, to make the compote, place a frying pan on a medium heat with the sugar, bay leaf and Marsala wine. Split the vanilla pod lengthways, scrape out the seeds and add to the pan.
Quarter the figs and add to the pan. Grate in the clementine zest and squeeze in the juice, then simmer for 15 minutes, until soft.
Mix the cornflour with 100ml cold water, add to the pan and bubble for 2 minutes, or until it has a nice jammy consistency.
Leave to cool slightly before serving alongside the cheesecake. If you don’t want to serve it warm, leave the compote to cool and then pop in the fridge for 4 hours. Bring it out and let it come up to room temperature before serving.