Preheat your oven to 180°C (350°F) or 200°C (390°F) for non-fan forced ovens. Line a baking sheet with parchment paper.

Lay out your puff pastry sheets and drizzle honey over each sheet evenly.

Sprinkle chopped walnuts, blue cheese, and Parmesan across the pastry sheets. Add thyme leaves, sea salt, and cracked pepper.

Carefully roll each pastry sheet tightly, cut logs in half lengthwise, and tuck the edges.

Twist each half of the rolled pastry to form a spiral shape and place on the baking sheet.

Brush the tops with milk and bake for 25-30 minutes until golden brown.

Remove from the oven, cool for a minute, and sprinkle additional fresh thyme before serving.