Preheat the Oven:
Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Prepare the Puff Pastry:
Lightly flour your work surface and roll out the puff pastry sheet into a 10x12-inch rectangle.
Add the Filling:
Evenly spread the blue cheese crumbles across the pastry. Sprinkle the chopped walnuts and fresh thyme leaves on top, pressing gently to adhere them to the pastry.
Roll and Slice:
Starting from one long edge, roll the puff pastry into a tight log. Slice the log into ½-inch thick rounds.
Prepare for Baking:
Place the rounds on the prepared baking sheet, spacing them about 1 inch apart. Brush the tops with the beaten egg for a golden finish.
Bake:
Bake for 15-18 minutes, or until the puff pastry is golden and crisp.
Optional Honey Drizzle:
For a touch of sweetness, drizzle warm honey over the twirls before serving.