Peel and halve the shallots. Heat the orange marmalade in a pot. Add shallots and simmer for about 15 minutes while stirring. Wash the thyme, shake dry, pluck the leaves from the stalks except for something to garnish.
Take the puff pastry out of the fridge 5-10 minutes before processing. Season the shallots with thyme, except for a little for sprinkling, and salt. Roll out the puff pastry on the floured work surface, cut in half crosswise.
Cut a 1 cm wide strip from each half all around. Mix the egg yolk and 2 tablespoons of water. Spread a thin layer of egg yolk on all sides of the dough rectangles. Place the cut puff pastry strips on the rim and coat it with egg yolk.
Place rectangles on a baking tray lined with baking paper. Bake in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for 10-15 minutes. Remove the cakes and spread the shallots evenly on the cakes.
Bake at the same temperature for another 10 minutes. Sprinkle the finished tart with thyme and parmesan and garnish with thyme.