Preheat the oven to 425 degrees F. Line a rimmed baking sheet with parchment paper.
Place the pastry sheet on a lightly floured work surface and starting from the center of the dough, roll it out into a 10-inch square. Place the brie round in the center of the dough. Fold the dough up and over the cheese, pleating the dough to enclose like a packet or purse. Trim the dough, if needed. Flip the packet over, and place on the prepared baking sheet.
Whisk together the egg and water; brush the brie packet with the egg mix.
Bake until golden, about 20 minutes.
Meanwhile, add the butter to a small saute pan set over medium heat. Swirl and cook until brown and the butter smells nutty, 4 to 6 minutes. Lower the heat, add the almonds and gently swirl the pan to coat with the butter and cook until the almonds are golden, about 4 minutes. Remove from the heat and place in a bowl so they stop cooking.
Slice the apples and place them in a large bowl filled with water and the lemon juice.
Remove the brie from the oven, place it on a serving board using a spatula and allow it to cool for 3 minutes. Meanwhile, dry the apple slices, slice the baguette on a bias and place them on the board.
Pour the almonds over the brie and sprinkle with the thyme. You can also drizzle a little bit of the buttery almonds over the baguette slices. Cool about 3 minutes and serve with the fresh apple slices and sliced baguette.