Preheat oven to 375˚F. Line a large baking sheet with parchment paper.
Cut the puff pastry into thirds along the creases using a pastry cutter or very sharp knife. Cut each panel into four pieces. You should end up with 24 little rectangles so you can make the 12 pockets.
In a small bowl, stir together egg and milk to make an egg wash. Brush 12 of the pastry rectangles with the egg wash. Place a small sliver of brie (including the rind) in the center of each of the egg-washed rectangles.
Top with about 1/2 tsp chopped bacon, 1/2 tsp honey, and a pinch of thyme leaves. Place another rectangle of puff pastry on top of each. Press down the edges gently, then seal with the tongs of a fork to crimp the edges together. Prick the tops lightly with a fork.
Place brie pockets on the prepared baking sheet. Brush the tops with the egg wash. Bake for 12 to 15 minutes until they are golden brown. Remove from the oven and cool for a few minutes on the baking sheet before serving immediately.