Preheat the oven to 120C/100C Fan/Gas ½. Halve the tomatoes and place on a baking tray, cut sides up. Sprinkle with thyme, season with salt and pepper and bake for one and a half hours. Set aside to cool.
Add a pinch of salt to the flour in a bowl. Using your fingers, crumble the pieces of butter into the flour and then stir in the Parmesan cheese and thyme leaves. Add the egg yolk to the mixture.
Bring everything together to make a dough. Tip it out and flatten it into a ball and press down into a disc. Wrap in cling film or beeswax wrap and leave in the fridge for 30 minutes.
Set the oven temperature to 170C/150C Fan/Gas 3.
On a floured surface, roll the dough out to about 4mm thick and cut out 24 stars using an 8cm star cutter. Brush with egg white, push a Piccolo cherry tomato half into each star and bake for 10-12 minutes.
Remove from the oven and leave to cool slightly, before transferring to a wire rack to cool.