Preheat oven to 350°F.
Spread almonds in single layer on baking sheet.
Toast in oven 5 to 8 minutes until browned, stirring occasionally.
Coarsely chop almonds; set aside.
Sprinkle Marsala over figs in small bowl.
Cover and marinate 2 hours.
Bring milk to a boil in heavy medium saucepan.
Whisk together egg yolks and sugar in medium bowl until light and lemon-colored.
Whisk in hot milk.
Return egg yolk mixture to saucepan.
Cook over low heat until mixture coats back of spoon, stirring constantly.
Remove from heat; strain into medium bowl and cool.
Whisk in yogurt.
Pour custard mixture into ice cream maker and freeze according to manufacturers directions.
When ice cream is almost firm, stir in reserved figs and almonds.
Continue to churn until ice cream is firm.