Preheat the oven to 425°
Prepare a sheet pan with a piece of parchment paper. Unfold one of the sheets of puff pastry. Place a wheel of brie right in the center. Spread a spoonful of cherry jam on top of the brie. Fold each corner of the pastry over the brie, pressing all the edges together so the brie is enclosed.
Repeat with the other sheet of puff pastry. Crack the egg into a bowl and add the tablespoon of water. Whisk with a fork to create an egg wash. Brush a light coating of the egg wash on top of each pastry. Sprinkle with a pinch of kosher salt.
Bake for 25 minutes until puffed and golden. Let sit for about 5 minutes before serving.
Cut into the pastry and top with more cherry jam, and the prosciutto. Garnish with the thyme. Serve more prosciutto on the side for guests to serve themselves.