Slice about 1-inch from the bottom of the asparagus stalks. Place stalks in a jar of water to rehydrate for several hours.
Cover an outdoor grill with aluminum foil. Preheat grill to high heat.
In a large bowl, toss asparagus with thyme and olive oil until all the asparagus is coated. Season with salt and pepper.
Place asparagus on the foil-covered grill and cook until tender, rotating frequently to avoid scorching, about 6 to 7 minutes. Place asparagus on a platter and sprinkle with the feta.
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