1. Preheat the oven to 375ºF.
2. Lay out one fillo sheet and brush with olive oil. Place another sheet over the first and brush again with olive oil.
3. Add one block (100g) of feta Cheese on the bottom third of the fillo sheet (center). Take the bottom of the fillo (closest to you) and wrap over the feta. Brush oil over the folded dough. Fold the sides over the cheese then continue wrapping by moving the cheese away from you. Do this for the remaining three feta blocks.
4. Place on a small baking tray and brush the tops of all four parcels with olive oil.
5. Bake for 15 minutes, or until the fillo is golden and crispy (both sides).
6. Remove from the oven and drizzle honey. Garnish with sesame seeds and thyme. Best served immediately.