Put 2 tbsp. of olive oil in a skillet. Saute shallots, ginger, onions and 1/2 tsp. lemon pepper over medium-low heat for about 5 minutes. Turn the heat up to medium and add 2 tbsp. Port and 2 tbsp. Balsamic vinegar to the pan and deglaze the pan. Remove veggies from the pan and set aside.
In the same pan, add 2 more tbsp. of olive oil. Add apples and figs to the pan and saute over medium-low heat until beginning to soften, about 5 minutes. Turn heat up to medium-high and deglaze with 1 more tbsp. each of Port Wine and Balsamic Vinegar.
Return the onions, shallots and ginger to the pan with the figs and apples. Stir in orange juice, lemon juice, remaining balsamic vinegar, brown sugar, mustard seed and remaining lemon pepper. stir and bring just to a boil. Then turn heat to very low and simmer with the lid on for about 20 minutes, stirring occasionally. remove lid and simmer another 10-20 mins or until desired thickness. Remove and cool completely before serving. Can also store in glass jars with tight-fitting lids for up to several weeks in the refrigerator.