Preheat the oven to 200 degrees Celsius (fan-assisted). Heat the butter, milk, and water in a saucepan. Add the flour and a pinch of salt and whisk until smooth. Let the flour cook thoroughly. Remove the pan from the heat. Add the eggs one by one and stir them into the mixture with a spatula. The eggs should be well incorporated.

Add the cheese and thyme and mix together. Put the cheese mixture into a piping bag. Use this to pipe the cookies onto a baking sheet lined with parchment paper. Ensure there is sufficient space between the cookies and bake the cheese cookies for approximately 15 minutes at 200 degrees Celsius.