In a medium saucepan over medium heat, combine blackberries, water, lemon juice, and sugar. Stir until boiling, then simmer for 20-30 minutes until thickened.

Preheat oven to 400°F (200°C) and let puff pastry thaw for 20-40 minutes. Roll out into a large rectangle, about 1/8 inch thick.

Spread half of the goat cheese over one half of the puff pastry, then drop dollops of cooled blackberry jam over it. Slice the pastry into 1-inch strips.

Fold each pastry strip in half and twist from the ends to form spirals. Arrange on a parchment-lined baking sheet.

Whisk the egg for an egg wash and brush each twist generously. Combine raw sugar, lemon zest, and thyme, and sprinkle over the twists.

Bake for 16-18 minutes until puffed and golden brown. Let cool for 15-20 minutes before serving.