Lightly spray a 9-by-13-inch baking dish with cooking spray. In a large saucepan, bring the water and 2 tablespoons of the olive oil to a boil. Gradually whisk in the polenta and cook over low heat, whisking, until thick, about 5 minutes; season with salt and pepper. Scrape the polenta into the baking dish and smooth the top. Cover with plastic wrap and refrigerate until firm, 2 hours.
Preheat the oven to 375°. Line a large rimmed baking sheet with parchment paper. Gently toss the tomatoes with 1 1/2 tablespoons of the olive oil and season with salt and pepper. Arrange the tomatoes on the baking sheet and scatter the thyme sprigs on top. Roast for 20 minutes, until the tomatoes begin to burst; discard the thyme.
Meanwhile, turn the polenta out onto a work surface and trim 1/2 inch off all sides. Cut the polenta into 8 rectangles. Heat a large nonstick skillet. Brush both sides of the polenta with the remaining 3 tablespoons of olive oil and season with salt. Working in 2 batches, cook the polenta over moderately high heat, turning once, until golden and crisp, about 10 minutes. Transfer the polenta to plates and sprinkle with the goat cheese. Arrange the roasted tomatoes over the polenta and serve.
One Serving 307 cal, 15 gm fat, 3.7 gm sat fat, 37 gm carb, 4.8 gm fiber.