I had previously searched both the forums and the Wiki and didn't get a clear answer without dropping to command line. Hopefuly other people that are new to RouterOS will find this useful.
First off there seems to be a bug in WebFig so I had to use WinBox.
The bug can be found here - WebFig - System - Certificates - [Select your certificate] - Sign. The sign button doesn't work in WebFig (I tried Chrome, IE 11 in Normal and Compatibility Mode) so I used WinBox. Everything else can be done in WebFig except the 'Sign' button.
Step 1. Create a Certificate
-System - Certificates - '+'
-Create a name 'ssl-web-management' or whatever you like
-Country = US (or the two letter country code you want)
-Thats all we need for the self signed cert
-Click 'Sign' again on the popup dialog (you can leave CA as unknown)
The certificate should now be created and trusted.
Step 2. Enable Port 443 for management and assign the cert
-IP - Services
-Double click on 'www-ssl 443'
-On the pop up dialog select the certificate you created
-Click 'Enable' to enable 443 web management
You should be able to browse to WebFig on port 443 now.