Preheat your oven to 400°F (200°C). Roll out one sheet of defrosted puff pastry on a lightly floured surface until it’s about 1/8-inch thick.

Spread 1 tablespoon of cream-style horseradish evenly across the pastry, leaving a small margin around the edges. Sprinkle half of the Gruyère cheese, followed by the caramelized onions, cooked bacon, and fresh thyme.

Starting from one long end of the puff pastry, roll it tightly towards the center. Take the opposite end and roll it inwards until the two rolls meet, using water to seal if needed.

Wrap the rolled pastry log in plastic wrap and refrigerate for at least 1 hour or freeze for 30 minutes to firm up the dough.

Slice the chilled log into 1/4-inch thick pieces and lay them out flat on a parchment-lined baking sheet.

Bake in the preheated oven for 12-15 minutes or until golden brown and puffed up.

Remove from the oven, allow to cool slightly, and serve warm.