Roll out the puff pastry until about 10 x 11 inches.
Sautee the minced mushrooms with olive oil for 10 minutes on medium heat then set aside.
Sprinkle the goat cheese, mushrooms, and thyme leaves onto the dough.
Using one of the short ends, roll the dough towards the center, then stop.
Do the same with the other side until they meet in the middle and form a log.
Place the roll into the freezer for 20 minutes to firm up while you preheat your oven to 375 F.
Slice the roll into 16 palmier slices.
Mix the egg and water together.
Brush the egg wash onto each palmier and sprinkle them with Fleur De Sel.
Bake for 18 minutes until golden.