Preheat the oven to 350°F (175°C) and grease a muffin tin with oil spray.
Unfold thawed puff pastry sheets and lightly roll to smooth out creases.
Cut each sheet into 16 equal squares (4x4 cuts).
Press each square into a muffin tin cavity, shaping gently into a cup.
Slice brie into 32 one-inch pieces (chill brie for 15 minutes before slicing for easier handling).
Place one piece of brie into each puff pastry cup.
Add 1 teaspoon of jam and sprinkle with chopped pecans on top.
Bake for about 20 minutes or until pastry is golden brown.
Remove from oven, sprinkle with fresh thyme leaves if desired, and cool slightly before serving.
