Arrange the pears, cut sides up, on a baking sheet. Drizzle with olive oil and sprinkle with salt and pepper. Strip the leaves from the thyme branches and sprinkle over the pears. Put the baking sheet in the oven and bake 20 minutes. Remove the baking sheet from the oven and spoon a generous teaspoon of crumbled cheese in the center of each pear half, return the pears to the oven and roast until they are tender and the cheese is soft, about 10 more minutes.
Meanwhile, put the walnuts on another baking sheet and toast in the oven until golden brown and fragrant, about 5 minutes. Chop. When the pears are cooked, transfer them to a serving plate and sprinkle the toasted walnuts over the top. Serve hot.