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Preheat the oven to 200ºC/400ºF/Gas Mark 6.
Put the chicken, cheese and bacon in a food processor, add the thyme and oil then whizz for 20 seconds.
Place 1 sheet of filo, with the longer length in front of you, on a lightly floured surface. Cover the remaining filo sheets with a clean, damp tea towel to keep them from drying out.
Brush the first sheet with butter, cover with a second sheet and brush with butter. Cut the filo vertically into 6 long strips. Take one strip and spoon a small teaspoon of the stuffing in the bottom corner. Fold the bottom corner diagonally over the filling to form a triangle. Then continue to fold down the strip, maintaining the triangle shape. Continue folding to the bottom of the pastry.
Brush with more butter and place on a baking sheet. Repeat the process.
Bake for 12-14 minutes or until golden brown.