Make ice cream:
Bring half and half with lemon and orange zests and cinnamon stick just to a boil over moderate heat. Cover and let stand off heat 25 minutes, then reheat to a simmer. Discard zests and cinnamon stick.
Whisk together yolks, sugar and Sherry in a large bowl until smooth. Gradually whisk in hot milk mixture.
Transfer custard to cleaned saucepan and cook over moderately low heat, stirring constantly, until thickened enough to coat back of a wooden spoon. Pour custard through a fine sieve into a bowl and cover surface with wax paper to prevent a skin from forming.
Chill until thoroughly cold, about 3 hours. Freeze in an ice cream maker. Transfer to an airtight container and freeze until firm.
Bring figs, Sherry, juice and honey, cover to a boil in a small saucepan. Simmer, covered, just until figs are tender, about 40 minutes, then uncover and simmer until liquid is reduced to about 1 cup. Cool figs in syrup.
Serve ice cream with honeyed figs and syrup and a few candied orange zest sprinkled over.
*Note: Amontillado is a mellow almond flavor sherry.