Preheat oven to 375 degrees. Lightly oil a baking dish just large enough to hold the dates in a single layer.
Stir together the goat cheese and almonds. Set aside.
Using a small knife, make a small lengthwise incision in each date. Carefully remove the pits. Stuff 1 teaspoon of the goat cheese mixture into the cavity left by each date's pit. Arrange the dates, with the goat cheese mixture side facing up, in the prepared dish. (The dates can be prepared up to this point up to 24 hours in advance. Store, tightly covered, in the refrigerator.)
Bake until warmed through, 10 to 12 minutes. Transfer to a serving platter and sprinkle evenly with thyme. Serve warm.