Preheat oven to 400°F (200°C) and line a large baking sheet with parchment paper.
In a large bowl, toss the sweet potato rounds with olive oil, salt, and pepper until evenly coated.
Arrange rounds in a single layer on the prepared baking sheet and roast for 20-25 minutes, flipping once at the 12-minute mark, until tender and lightly browned.
While potatoes roast, combine the Greek yogurt and crumbled feta in a food processor or blender; process until the mixture is smooth and whipped.
Remove sweet potatoes from the oven and allow to cool for 5 minutes to prevent the topping from melting immediately.
Top each round with approximately 1 tablespoon of the whipped feta mixture.
Drizzle the assembled rounds with honey and garnish with crushed walnuts and fresh thyme before serving.