Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Toss together the asparagus, olive oil, salt and pepper.
Roll puff pastry sheets out on a floured surface, and cut into 8 separate squares. Place a piece of brie on each square, and add 3-5 stalks of asparagus. Take corners of the pastry and wrap up and over the asparagus to seal, pressing down on the ends.
Transfer the pastries onto the baking sheet, and brush with beaten egg. Bake until golden brown, should be 20 minutes.
Meanwhile, melt together honey, butter, and thyme in a small saucepan over low heat.
Remove pastries from the oven, and let stand. Drizzle on thyme honey once cool. Add salt and pepper to taste.
Serve hot and enjoy.