Heat the oven to 355°F (180°C), using the convection setting if available. Line a large baking sheet with parchment paper.

Cut the feta into thick slices, about ¾ inch/2 cm wide. Unroll one sheet of phyllo dough onto a clean, dry surface. Keep the remaining phyllo covered with a damp towel to prevent drying. Brush the entire sheet lightly with melted butter and scatter a few thyme leaves across the surface. Fold the sheet in half lengthwise to create a long strip.

Place one slice of feta along the short end of the strip. Fold the dough around the cheese, tucking in the sides as you go, to form a snug rectangular package. Repeat with remaining phyllo and feta.

Arrange the pastries seam-side down on the prepared baking sheet. Brush the tops with more melted butter and sprinkle evenly with sesame seeds, nigella seeds, and crushed chili flakes.

Bake for 25 to 30 minutes, until crisp and deeply golden.

To serve, scatter arugula on a serving platter. Place the hot pastries over the greens and drizzle generously with honey. Serve immediately.