Use the cutter to create 4 circles from each slice of rye bread. Place a rocket leaf on each circle. Slice the figs into a total of 16 pieces. Place a piece of fig on top of the rocket. Slice the gorgonzola into a total of 16 pieces. Place a piece of cheese on top of the fig.
Remove the papery husk from the physalis berries and rinse the berries. Place a berry on top of the cheese. Secure the ingredients with a cocktail stick. Drizzle with the balsamic syrup.