Preheat oven to 400 degrees. Cut bacon strips so they are half the original length. Wash the sprouts then pat dry. Cut from stem to crown about three quarters of the way into the sprout. Mix together the butter, thyme, and half of the Parmesan. Open up the cut in the sprout and spread a liberal amount of the mixture inside it then wrap with bacon and keep the cut side up. Skewer the sprout with a toothpick to hold the bacon in place then set it on a cookie sheet. Sprinkle the remaining Parmesan over the sprouts and bake for 15-20 minutes or until the bacon starts to crisp.