Put pecans on a baking sheet and bake in the oven for 10-15 minutes, until lightly toasted. Remove from oven and let cool.
Meanwhile, rinse cranberries and pat dry.
Chop Brie into small pieces, removing the rind if you prefer.
Put cranberries in saucepan with sugar, orange juice, water, and orange zest.
Stir over medium heat until sugar dissolves and mixture begins to boil.
Turn down heat to medium-low and simmer until cranberries pop and the mixture thickens, about 8 minutes, stirring frequently.
Remove from heat and let cool until room temperature, about 20 minutes.
Chop pecans.
When all ingredients are ready, lay out phyllo cups on a baking sheet.
Fill each cup with a dollop of cranberry sauce, a piece of cheese, and some chopped pecans.
Bake at 350 for 5-8 minutes, until Brie begins to melt.
Remove from oven, and transfer bites to a wire rack to cool slightly.
Garnish with fresh thyme leaves, and serve warm.
Notes
Storage: Keep leftovers in an airtight container in the refrigerator for up to 3 days. When you want to reheat them, bake in a 375-degree oven for a few minutes, until the cheese softens and the phyllo cups crisp up again. You could also try reheating in an air fryer, but try just a minute or so at a time so that you are sure they aren’t starting to burn.Make-Ahead: You can make all the individual components of these baked Brie bites ahead of time, but we recommend waiting to bake them until you’re ready to serve. The cranberry sauce can be made up to 3 days before, and you can toast and chop the pecans at least a day or two in advance. You can cut the Brie into chunks and refrigerate until you need it. And of course, the phyllo cups can wait in the freezer until you’re ready.