Heat the oven to 190°C (Gas Mark 5 / 375°F).
On a lightly floured surface, roll out the pastry into a rough rectangle. Cut it into around ten triangles - the wide ends of the triangles should be approximately the same width as a wedge of apple, and they should be around 15cm long (see photos above).
Peel the apple, and cut it into 1cm wedges. Add a wedge of apple to the wide end of each of your pastry triangles. Top with some soft goat’s cheese and a pinch of fresh thyme leaves.
Dip a clean finger in some milk or water, and wet the exposed pastry, from the apple right up to the tip - this will help it to stick together. Starting from the wide end, roll each piece of apple and goat’s cheese up in the pastry until you reach the tip of the triangle. Press together gently to seal, and fold in any loose corners.
Place each roll on a baking tray lined with baking paper. Again with a clean finger, wet the top of each roll, and sprinkle on a little sugar.
Bake for around 25 minutes, or until golden brown.