Unroll the pastry on its paper with a long side facing you.
Stir the cranberry sauce and spread it in a thin layer over the pastry, leaving a 1-inch bare strip along the far long edge.
Lay the brie slices in a single layer over the cranberry.
Roll the pastry up tightly from the near long edge toward the bare strip. Press the seam to seal.
Chill the log for 15 minutes in the fridge (or 10 in the freezer) until firm. Meanwhile, heat the oven to 400°F with a rack in the lower-middle position.
Slice the log into 12 rounds, about 1¼ inches thick, with a serrated knife. Set each one cut side up in a muffin cup.
Brush the tops with egg.
Bake 25 to 28 minutes, until the tops are deep golden and the pastry between the swirls looks flaky and dry, not white.
Cool in the tin for 5 minutes, run a knife around each one and lift out. Top with pecans and thyme.
Notes
A thin cranberry layer and a single layer of brie keep the bites crisp. More filling turns the pastry soggy.
Brush with melted butter instead of egg for an egg-free version. They brown less, so add 3 to 5 minutes and judge by color.
Roll the log up to 1 day ahead, wrap it tightly and refrigerate. Slice and bake straight from the fridge.
Stir leftover cranberry sauce into yogurt or spread it on a grilled cheese.
Best the day they're baked. Refrigerate leftovers up to 2 days and reheat at 350°F for 6 to 8 minutes.