Preheat oven to 350 degrees. In a bowl whisk together oil, thyme, salt, and cayenne. Add nuts and toss to coat well. Spread nuts and toss to coat well. Spread nuts in a shallow baking pan and roast in middle of oven 10 minutes. Nuts may be made 3 days ahead and kept in an airtight container.
Serve nuts warm or at room temperature.