Heat the oven to 350°F/180°C.
Arrange marrow bones, garlic wrapped in foil, and green chile on a sheet pan. Drizzle with olive oil and season with salt, pepper, and thyme. Roast until the marrow is soft and the garlic is deeply caramelized, about 45 minutes.
Scoop marrow into a bowl. Squeeze garlic cloves into the same bowl. Peel and finely chop the chile. Add parsley and mash everything into a coarse, spreadable paste. Season to taste.
Mix ground beef, onion, salt, and pepper until just combined. Form into small kebab patties.
Heat a skillet over medium-high heat. Sear kebabs until browned and cooked through, 2 to 3 minutes per side.
Place baguette halves cut-side down on the same sheet pan. Toast in the oven until crisp, about 2 minutes.
Spread marrow mixture generously on both cut sides of the baguette. Add kebabs, close, press lightly, and serve immediately.