How to Make It
Cut a lengthwise slit in the side of each date and remove the pits.
In a medium bowl, combine the blue cheese with the cream cheese, salt and pepper. Using a hand mixer, beat at medium speed until thoroughly blended and fluffy, about 3 minutes. Refrigerate the blue cheese filling until firm, about 30 minutes.
Preheat the oven to 425°. Place a rack over a rimmed baking sheet. Using a small spoon, stuff each date with 1 1/2 teaspoons of the blue cheese filling, then tuck in a piece of toasted walnut. Wrap each date with a piece of bacon, secure it with a toothpick and transfer to the rack.
Bake the wrapped stuffed dates for about 15 minutes, turning them with tongs once or twice so the bacon crisps on all sides. Transfer the dates to a platter, garnish with thyme leaves and serve warm, with a drizzle of honey and olive oil.