Preheat oven to 425° F (220° C). Line a baking sheet with parchment and set aside.

In a large frying pan, melt the butter, then add the chopped leeks. Caramelize leeks over low heat until soft and golden brown, about 1 hour. Scoop into a bowl and set aside to cool until lukewarm to the touch, about 15-20 minutes.

Meanwhile, unroll 1 sheet of puff pastry and use a rolling pin to roll to 12 x 12 inches.

With a sharp chef’s knife, slice into 9 4-inch squares.

Repeat with the second sheet of pastry.

Arrange 9 squares on prepared tray, allowing at least 1 inch of space in between each square.

Stir crumbled blue cheese and chopped walnuts into bowl of caramelized leeks. Season with salt and pepper to taste.

Spoon leek mixture into the center of each square, allowing a 1/2-inch border around the edge.

With a pastry brush, brush border with egg wash.

Top with a second square of pastry. Crimp edges with a fork.

Brush tops with egg wash, then use a knife to cut a small slit into the the top of each pastry for ventilation.

Bake in preheated oven for 18-20 minutes, or until flaky and golden brown.

Sprinkle each pie with fresh thyme leaves. Serve warm.

Wrap leftover hand pies in foil and refrigerate for up to 2 days, or freeze for up to 3 months.