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For Caramelized Onions:
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Caramelize onions in butter or oil, salt and pepper over low heat for about 45 minutes until golden brown. Add balsamic vinegar near end and saute over medium until evaporated. Adjust salt and pepper if needed. Set aside and cool completely.
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For Figs:
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Combine balsamic vinegar, port or wine, and pepper. Simmer until thickened into a syrup and reduced by about 1/2 to 2/3. Add figs to syrup, toss to coat, and allow to soak for 5-10 minutes.
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For Cheese Filling:
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In stand mixer cream together the goat cheese and cream cheese. Mix in the honey, lemon zest, liqueur (if using), thyme and pepper. Beat egg lightly and add half of it to the cheese mixture (reserve other half for pastry egg wash). Chill mixture until firmed up.
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To Assemble:
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On lightly floured surface roll out dough into large rectangle (about 16x12 inches or so plus extra for trimming). Transfer to baking sheet lined with parchment paper. Spread cheese filling in a 3 to 4 inch wide strip lengthwise down the middle of the pastry, leaving 1 to 2 inch border on the ends. Sprinkle top of cheese with a third of the fennel, thyme, and walnuts. Spread caramelized onions on top of the cheese and top with another third of the fennel, thyme and walnuts. Drain the fig mixture if any liquid remains, spread them over the onions layer, and top with the remaining fennel, thyme and walnuts. Fold the short edges up over the filling and crimp together to seal ends. Cut diagonal slices to form strips about 1 1/2 inches wide down the length of the sides, leaving 2 inches uncut space around the filling. Fold first one side and then the other over the filling. Interweave the strips to form a braided top. Brush entire surface of pastry with egg-wash, and chill 30 minutes in refrigerator while oven preheats.
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Preheat oven to 400 degrees. Bake chilled pastry for 30-40 minutes until golden brown. Cool on wire rack and serve at room temperature.
