Line two large baking sheets with aluminum foil and grease lightly with some olive oil. Slice the beets on a mandoline slicer and arrange on the baking sheets so they are slightly overlapping each other. Douse with the olive oil, balsamic vinegar, salt and pepper. Place in the oven for 20 minutes.
Remove from the oven and flip all of the beets over. Roast for an additional 10-15 minutes, ensuring that the beets do not burn. Once they are done, sprinkle with the fresh thyme and then let them rest on the baking sheets for about 5 minutes.