Melt butter in a large nonstick skillet over medium heat; add onion and sugar, and cook, stirring often, 30 minutes or until caramel colored. Add vinegar and honey, and cook over medium heat, stirring occasionally, 15 to 20 minutes or until thickened. Stir in thyme.
Stack phyllo, coating each layer with cooking spray. Cut into 6 (5-inch) squares. Spoon onion mixture evenly onto center of phyllo squares. Top evenly with goat cheese. Lift corners, and twist together. Place packets on a lightly greased baking sheet; coat each with cooking spray.
Bake at 375° for 12 minutes or until golden; garnish, if desired.