Preheat the oven to 350°F (175°C). Grease a muffin tin with oil spray and set aside.
Unfold the thawed puff pastry sheets and lightly roll with a rolling pin to smooth out the creases. Cut each sheet into 16 equal squares (4 strips by 4 strips).
Press each puff pastry square into the prepared muffin tin, pressing firmly into the bottom and shaping gently into a cup form.
Slice the Brie into 32 one-inch pieces. (Tip: freeze the Brie for about 15 minutes for easier slicing.)
Place one piece of Brie into each puff pastry cup, followed by 1 teaspoon of jam. Sprinkle with chopped pecans.
Bake for about 20 minutes, or until the puff pastry is golden brown.
Remove from the oven and sprinkle with fresh thyme leaves if desired. Let the bites cool for a few minutes before removing from the muffin tin and serving.