Defrost the puff pastry. Heat the oil. Fry the gyros for 6-8 minutes. Stir in thyme. Let cool down.
Dice 150 g cheese and mix it with the gyros. Lay the slices of dough on top of each other and roll out to a rectangle (approx. 40 x 50 cm). Cut out 12 circles (approx. 14 cm Ø each) on a little flour. Put the dough remains on top of each other and roll out again. (Do not knead the dough together, otherwise it will not rise any more!)
Separate the egg. Spread the edges of the dough with egg white. Spread gyros on the dough halves. Fold over the dough and press the edges firmly. Put on 2 baking trays covered with baking paper. Whisk egg yolk and 1 teaspoon water. Brush pockets with it. Crumble the rest of the cheese and sprinkle with sesame seeds. Bake in a hot oven (electric cooker: 200 °C/circulating air: 175 °C/gas: level 3) for about 20 minutes. Served with: tomato salad and olives