Preheat oven to 350°. Place butter in large bowl. Beat with electric mixer on medium speed until creamy. Beat in egg yolks. On low speed, gradually beat in flour. Stir in Jarlsberg, Parmesan, and nuts. Divide dough into 4 equal portions. Wrap 3 in wax paper or plastic wrap and chill. On work surface, form remaining portion of dough into 10 (1-1/2-inch) balls. Place balls, 1-1/2 inches apart, on ungreased baking sheet. With thumb or back of wooden spoon, make 1/2-inch indentation in center of each cookie. Bake for 15 to 20 minutes or until light golden brown. If needed, press back of teaspoon into cookies to re-form indentations. Remove cookies to wire rack to cool. Repeat shaping and baking with remaining dough. To serve, in small bowl, stir together figs and jelly. Fill each cookie with about 1 tsp. fig-pepper jelly.