Preheat oven to 400°F. Set a wire rack on a rimmed baking sheet (line the pan with foil for easy cleanup). No rack? Parchment works, you just won’t get quite as crisp on the bottom.
Slice each date lengthwise down one side, just enough to open it like a little book. Pull out the pit. Check for pits even if the package says pitted, because one can sneak through.
Press about 1 teaspoon of goat cheese into each date. Close it back up as best you can. It doesn’t need to be tidy.
Wrap a half-slice of bacon around each date, seam side down, and secure with a toothpick.
Arrange on the rack and bake 20 to 25 minutes, flipping once halfway through, until the bacon is browned and crisp.
Let them cool for 3 minutes (the filling is very hot), then drizzle with honey, crack some pepper over the top, and sprinkle with thyme.