Preheat the oven to 160°C. Put half the lukewarm water in a small bowl, sprinkle the yeast over it and leave it to stand for 2 minutes to soften. Whisk with a fork to dissolve the yeast, then let it stand for a further 5 minutes to activate. Put the flour, olive oil, yeast mix, salt and egg yolk in an electric mixer bowl. Mix with a dough hook to a crumbly texture. Slowly and progressively add the remaining lukewarm water and continue to mix until the dough is solf and elastic. Turn out the dough on the bench, form into a ball and cover with a clean, damp tea towel. Leave to prove until nearly double in size. Using a palette knife, cut off small pieces of dough one by one, pulling and streching each piece to measure around 25-30cm in length and the thickness of a pen. Place the dough lengths on an oiled oven tray and bake for 8-10 minutes or until lightly golden. Remove from the oven and allow to cool, before storing in an airtight container. Lay out the ham slices on a clean chopping board or bench top and spread the fig marsala compote evenly over each slice. Divide the rocket into 12 portions and position one at the end of each slice. Nestle a grissini stick in the rocket and tightly roll up the ham to enclose the rocket and the grissini. Repeat to make 12 wrapped grissini. Serve standing in a tall glass. SIMON SAYS: The addition of 4 tbsp of grated Parmigiano-Reggiano after the lukewarm water makes for a great grissini that can stand alone.