Thyme leaves are an excellent addition to these bites and add a beautiful and savory component. However, you generally just want the leaves and not the entire stem of a thyme sprig. If you place the thyme into the oven, as directed, the stem will cook and be easy to eat. But, eating the thyme leaves fresh is also a wonderful option, and if you decide to go that route, you will need to separate the leaves from the stem to make them more edible. You can either use a small paring knife to cut off the leaves or gently pull the leaves from the stem.