I always start by setting my oven to 350°F and letting it fully heat up before the brie goes in. This little bit of patience matters because a properly preheated oven melts the cheese evenly instead of overcooking the outside while the center stays cold.
I place my wheel of brie into a small baking dish or mini skillet, rind and all. Some people like to trim the top rind off first, but I usually leave it on since it holds the cheese together as it melts. If you want extra gooeyness, I'll sometimes score the top in a crosshatch pattern.
Once the brie is settled in the dish, I drizzle the honey generously over the top so it seeps into every crack. Then I sprinkle on the fresh thyme leaves, which toast slightly in the oven and give off the loveliest fragrance while baking.
I slide the dish into the oven and bake for about 10 to 12 minutes. I'm watching for the center to look soft and slightly jiggly when I nudge the dish, which tells me the inside has turned creamy without the wheel collapsing.
As soon as it comes out of the oven, I scatter the chopped walnuts over the top and finish with a small pinch of flaky sea salt. The warmth of the cheese toasts the nuts just enough to bring out their flavor.
I always serve my baked brie right away while it's still warm and gooey, since it firms back up as it cools. I set it on a trivet with toasted baguette slices and crackers arranged around the dish so everyone can dig in right away.