In a large mixing bowl combine the goat cheese with the grated pecorino (or parmesan), thyme and black pepper. Knead with your hands to create a dough and shape into oblong pieces.
Whisk the egg in a bowl and place the almond flour in another.
Roll the croquettes into the egg and then into the flour, coating each piece evenly.
Heat the olive oil in a frying pan and cook the croquettes for a minute each tossing to cook on all sides.