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In a food processor, grind the pecans until finally chopped. Place on a small plate. Add the goat cheese, chives/onions, and thyme to the food processor and run until well combined.
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On a second small plate, beat the egg with the water until smooth.
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Spray your hands with some cooking spray, and scoop out about 2 T of the goat cheese mixture, roll it into a ball and then dip it in the egg mixture and then roll in the pecans. Place on a baking sheet lined with parchment paper.
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Repeat until all your goat cheese is gone.
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Spray the bottom of a drinking glass or measuring cup with cooking spray and flatten each goat cheese ball until it's just over 1/4 inch thick.
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Freeze for two hours.
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If you're baking them immediately after freezing, preheat the oven 475 and bake for 8-10 minutes. Otherwise, transfer them to a tupperware or other container for freezing (I've kept mine in the freezer for over a month with no problem).