Preheat your oven to 375 F and line a large baking sheet with parchment paper.

Take 1 filo sheet and brush with melted butter or olive oil. Using a sharp knife, carefully cut the filo length ways into 2 rectangles.

Starting at the shorter edge of one of your filo pieces, place a heaping teaspoon of goat cheese and press it into a long skinny 'log', leaving a 1" border of pastry. Drizzle the goat cheese with a small amount (around 1/2 teaspoon) of honey and sprinkle a few thyme leaves (about 1/4 teaspoon) at the opposite end of the goat cheese.

Starting at the goat cheese end, roll the log up tightly 1/2 way, fold in each side (like a burrito) and contine rolling. Seal the edge closed by brushing it with a small amount of melted butter or olive oil. Place seam-side down on the prepared baking sheet and repeat until all of the cigars are assembled.

Bake for 8-10 minutes or until golden brown. Serve immediately!