1. In a bowl, crumble the feta cheese and add the fresh thyme and pepper. Mix well. Cut strips from non-stick parchment paper; these will help us 'tie' the little candies (caramel-shaped pastries). Cut the phyllo sheets into 4 squares each.
2. Place one cut square of phyllo dough on your work surface and brush it with a little butter. Place another square on top and brush it with butter as well.
3. Place 2 tablespoons of the feta mixture in the center and roll it up, sealing the filling well. Press the filling on the right and left sides to form a little candy shape. Twist the ends and secure them with the parchment paper strips.
4. Place the 12 feta 'candies' on 2 baking sheets lined with non-stick parchment paper. Brush them with a little butter and sprinkle with sesame seeds. Bake in a preheated oven at 180°C (350°F) for 10-15 minutes, or until golden brown.
5. Use scissors to cut the non-stick parchment paper and remove it from the little candies. Place them on a plate, drizzle with honey, and serve.
