Unroll the thawed puff pastry onto a sheet of parchment paper. Spread the fig preserves evenly over the pastry, leaving about a 1-inch border around the edges.
Sprinkle the crumbled goat cheese evenly over the fig preserves. Then, scatter the brown sugar and fresh thyme evenly on top.
Carefully roll the pastry into a tight log, ensuring the filling stays inside as you roll. Once rolled, wrap the log gently in the parchment paper.
Place the wrapped roll in the freezer to chill for 20 minutes. Meanwhile, preheat the oven to 400 degrees Fahrenheit.
After chilling, remove the roll from the freezer and unwrap it. Using a sharp knife, slice the log into ½-inch pinwheels. Wiping the knife clean after each cut helps achieve neat slices.
Arrange the pinwheels evenly on a parchment-lined baking sheet.
In a small bowl, beat the egg to create an egg wash. Lightly brush the tops of the pastries with the egg wash.
Bake for 15-20 minutes, or until the pastries are golden and flaky.
Once baked, garnish with additional brown sugar and thyme sprinkles. Serve warm and enjoy!