How to Make It
Preheat oven to 375°F. Cut puff pastry sheet into 4 squares. Place squares on a lightly floured work surface, and roll out each square to stretch slightly. Divide cheese and pecans evenly among centers of pastry squares. Top each with 1 apple slice. Wrap pastry up and over filling to encase filling completely, pressing seams to seal.
Place apple Wellingtons, seam side, down, on a parchment paper-lined baking sheet. Brush evenly with egg. Bake in preheated oven until puffed and golden, 20 to 23 minutes.
Drizzle apple Wellingtons with honey, and sprinkle evenly with thyme.