Combine the feta with the crème fraîche and honey, season and transfer to a disposable piping bag. Cut an opening approx. 1 cm wide.
Carefully unfold the pastry sheets, halve each sheet lengthwise. Cut the resulting strips of pastry into thirds (creates 24 pieces in total). Brush one piece of pastry with a little butter. Spoon a little filling onto one of the longer ends, fold in the sides, roll up from the long end. Brush a second piece of pastry with a little butter, sprinkle with thyme leaves. Place the rolled, stuffed piece of pastry diagonally on top, roll up, place on a baking tray lined with baking paper. Repeat the process with the remaining pieces of pastry. Brush the cigars with the remaining butter.
Approx. 10 mins. in the centre of an oven preheated to 220°C, remove from the oven and leave to cool on a rack.