Crisp phyllo cups according to package directions. Allow to cool to room temperature. Set aside.
Toast walnuts in a small skillet over medium-low heat. Toss walnuts as they toast, being careful not to burn them. Remove from heat as soon as you start smelling the nuts. Cool them to room temperature.
Finely chop walnuts. In a small bowl, combine chopped walnuts with honey and orange zest. Set mixture aside.
In a medium bowl, combine softened goat cheese, cream, thyme and salt. Beat with a hand mixer for 1-2 minutes until mixture is light and fluffy.
Place ½ teaspoon of goat cheese mixture into a phyllo cup.
Top with ½ teaspoon of nut mixture. Top with a few leaves of fresh thyme. Repeat with remaining phyllo cups.
Serve at room temperature.