Heat 2 tablespoons of olive oil in a large pan over medium heat. Add the thinly sliced onions and 1 teaspoon salt and cook, stirring occasionally until the onions are a nice golden brown, about 15-20 minutes. If you feel they are getting too dry and starting to burn, add a splash of water once in a while, and stir, scraping the bottom of the pan to deglaze.
Lower the heat to medium-low and add the apple and thyme to the onions and stir to combine. Cook 5 minutes longer, until apples are tender. Add balsamic vinegar and apple jelly, and stir to combine. Remove from heat and let cool.
Preheat your oven to 375F.
In a small bowl, stir together the goat cheese and heavy cream until smooth and creamy
Generously grease a 24-cup mini muffin tin. Roll the puff pastry sheet out to a 10x15 inch rectangle and cut into 24 equal 2.5 inch squares. Fit each square into a muffin tin cavity.
Divide the onion mixture evenly between the mini muffin cups and top with a dollop of the goat cheese mixture.
Bake 20-22 minutes until the cheese and puff pastry are golden brown.
Important: Remove the puff pastry cups from the pan as soon as they come out of the oven, as the small amount of sticky syrup that bubbles out of the cups will harden as it cools and make it more difficult to get them out. They will lift out easily with a butter knife while still hot.
Let cool 10 minutes or so before serving as the filling will be very hot. Sprinkle with fresh thyme and serve warm.