Portion the goat cheese into 5 disc shaped rounds, about 1 oz each and 1/2” thick.
In a small dish, add 1 Tbsp olive oil and place the rounds in the dish.
Sprinkle the goat cheese with the thyme leaves, another tablespoon of olive oil, and some fresh ground pepper.
Cover and refrigerate for 1-2 hours or until ready to bake.
Preheat the grill to 400F.
Place the egg in a small bowl and beat with a fork or whisk until well combined.
Place the panko breadcrumbs in another small bowl.
Line a small sheet pan with parchment paper.
Place the goat cheese into the egg wash, then into the panko breadcrumbs and then onto the lined sheet pan.
Repeat for remaining goat cheese rounds.
Drizzle with remaining olive oil to help the panko brown a bit.
Place the sheet pan onto the grill grate and bake 10-12 minutes, until the coating is crispy and golden.
Allow to cool slightly before serving.