Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper. Set aside.
Melt 2 Tablespoons butter in a frying pan over medium heat and add the apples. Cook until soft and tender, stirring regularly.
Lightly brush one phyllo sheet with melted butter. Place in its center a few pieces of Brie, apple slices, diced dates and fresh thyme. Season with salt and pepper and wrap it up into a parcel. Brush the sides with remaining melted butter. Repeat with the remaining phyllo sheets.
Transfer the parcels to the prepared baking sheet and bake for about 10-15 minutes until golden.