In a bowl, mix the honey, mustard, salt, and pepper. Stir well and add the chicken thighs. Leave them in the refrigerator for at least half an hour to marinate.
On a cutting board, lay out 2 strips of bacon, with one touching the other. Place a chicken thigh on one end with the open side facing up. Place a stick of halloumi on the chicken thigh and roll it carefully. To secure it better, put 2 toothpicks, trying to secure the ends of the bacon.
Place the rolls in a pan and pour the marinade over them. Pour the white dry wine in the pan and place the thyme twigs on top. Bake in a preheated oven at 180°C for 40 minutes or until the bacon is golden brown and the chicken is cooked.