Preheat the oven to 375 degrees. In a small baking pan toss the pecans with the butter, the thyme, and the salt until they are coated well and toast them in the middle of the oven for 10 minutes, or until they are crisp and fragrant.
In a flameproof casserole cook the onion and the bell pepper in the oil over moderately low heat, stirring, for 5 minutes, or until they are just softened, and with a slotted spoon transfer them to a bowl. Add the rice to the casserole and cook it, stirring constantly, for 1 minute. Stir in the broth, heated to boiling, and salt and pepper to taste and bring the mixture to a boil. Bake the mixture, covered, in the middle of the oven for 40 minutes. Stir in the onion mixture, bake the pilaf, covered, for 30 minutes more, or until the rice is tender and the broth has been absorbed, and stir in the pecans.