Preheat the oven to 350°F (175°C).
Place the Brie wheel in a small oven-safe baking dish or on a parchment-lined baking sheet.
Bake the Brie for 12 to 15 minutes until the cheese feels very soft to the touch but the rind remains intact.
While the cheese is baking, melt the butter in a medium skillet over medium heat.
Add the diced apples, brown sugar, and cinnamon to the skillet.
Sauté for 6 to 8 minutes, stirring occasionally, until the apples are tender and the sugar has dissolved into a bubbling syrup.
Stir in the fresh thyme and chopped walnuts; cook for 1 additional minute then remove from heat.
Remove the Brie from the oven and carefully transfer it to a serving platter.
Spoon the warm caramelized apple mixture over the top of the Brie wheel.
Drizzle with honey and serve immediately with toasted baguette slices.