Combine the blackberries, water, lemon juice, and sugar in a small saucepan. Bring to a boil, then reduce heat to medium and simmer for 20-30 minutes. Smash the berries against the sides of the saucepan with a wooden spoon to break them up. Allow to cool to room temperature.

While the jam is cooling, remove the puff pastry from the freezer and thaw at room temperature for 20-25 minutes.

Roll one sheet of puff pastry dough out onto a floured surface in a rectangular shape. Crumble goat cheese and dot half of it evenly across the dough, followed by half of the jam.

Make 12 horizontal slices in the dough, approximately 1 inch in diameter. Fold the strips in half from top to bottom.

Hold opposite ends of one strip, twist in opposite directions, gently pulling the dough to stretch it longer as you twist. Repeat this process with each strip and place onto a parchment-lined baking sheet.

Repeat the above process with the second sheet of puff pastry.

Preheat oven to 400 degrees Fahrenheit. Combine the lemon zest, raw sugar, and thyme in a small bowl.

Whisk the egg with 1 Tbsp. of water and brush the twists with the egg wash. Sprinkle the twists with lemon-thyme sugar. Bake for 16-18 minutes, until golden brown. Allow to cool to room temperature before serving.