Preheat the oven to 350˚F. Line a baking sheet with parchment paper or a silicone baking mat.
Slice dates lengthwise with a small paring knife to create an opening. Remove the pits and discard them.
Stir together goat cheese and fresh thyme in a bowl. Stuff each date cavity with a small amount, about 1 to 2 teaspoons of the goat cheese mixture.
Cut bacon slices in half. Use each half to wrap each stuffed date, overlapping the ends slightly and securing with a toothpick.
Place assembled dates in a single layer, spacing them about 1 inch apart, on the prepared baking sheet.
Bake for 10 minutes. Flip the dates over carefully and bake for another 6 to 8 minutes, until the bacon is crispy.
Remove from oven and place on a plate lined with paper towel. Let cool for about 5 minutes at least before serving (if you serve them straight out of the oven, they will burn your mouth!). I like to drizzle mine with a little hot honey and sprinkle them with chopped parsley just before serving!