Preheat oven to 180°C fanbake. Line an oven tray with baking paper.
Heat oil in large frying pan, add onion and thyme, cover and cook on medium heat for 5 minutes. Uncover, stir and cook for a further 5 minutes or until softened. Season with salt and pepper and let cool.
Place filo on large board and cover with damp a tea towel. Take one sheet and brush half of it with melted butter. Fold other half on top, lightly brush with butter and sprinkle over a little black pepper and parmesan. Cut a second sheet of filo in half and place one half on top of parmesan. Cut stack in half lengthways then divide each half into thirds. You should now have six (roughly 9cm) squares.
Place about 1 tsp onion along the diagonal of each square, add a small slice of feta and a slither of quince paste on top.
Roll up each square from a corner where there is no filling. Brush end flap with butter to seal. Place, join side down, on tray. Repeat with remaining filo.
Bake for 12 minutes or until ends are light gold and pastry is crisp. Drizzle with a little honey and sprinkle with thyme.