1. Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper for easy cleanup.
2. In a large bowl, toss the sweet potato rounds with olive oil, salt, and pepper until evenly coated.
3. Arrange the sweet potato slices in a single layer on the prepared baking sheet. Bake for 20 minutes, flipping halfway through, until they are tender and lightly browned.
4. Remove from the oven and immediately sprinkle the warm rounds with crumbled feta cheese. The heat will slightly melt the cheese, enhancing the flavor.
5. Drizzle the rounds with honey and sprinkle with fresh thyme leaves and walnuts, if using. Serve warm and enjoy!

Remember, the key here is to keep an eye on the sweet potatoes as they bake. You want them tender but not mushy — a lesson I learned after a few overzealous attempts in my early cooking days!