Preheat the oven to 375°F. Roll out a sheet of puff pastry and place it on a baking sheet. Prick the pastry with a fork and spread some goat cheese on top. Arrange blanched asparagus spears on top of the cheese. Sprinkle with salt, pepper, and chopped fresh thyme. Bake for 20-25 minutes, until the pastry is golden brown. Serve hot or at room temperature.