Preheat oven to 400 degrees Fahrenheit (200 degrees Celsius) and line a large baking sheet with parchment paper.
In a mixing bowl, toss the sweet potato rounds with olive oil, salt, and pepper until evenly coated.
Arrange the rounds in a single layer on the prepared baking sheet, ensuring they do not overlap.
Roast for 20 to 25 minutes, flipping the rounds at the 12-minute mark, until tender and caramelized.
While roasting, combine the Greek yogurt and crumbled feta cheese in a food processor; pulse until the texture is smooth and creamy.
Remove the sweet potatoes from the oven and allow to cool for 2 to 3 minutes to stabilize the surface.
Transfer the feta-yogurt mixture into a piping bag or use a spoon to place a dollop onto each roasted round.
Drizzle the honey evenly over the rounds and garnish with fresh thyme leaves immediately before serving.