Drain the anchovies. Chop them up into large pieces together with the tomatoes and the olives.
Cut the Reblochon into thin slices. Strip the leaves off the thyme. Roll out rolls of pastry on a work surface. Using a pastry cutter, cut out circles approximately 8cm in diameter.
Preheat the oven to 180°C (th.6).
Mix the egg yolk with one tablespoon of water. On each circle of pastry, place, in a small pile, the anchovies, tomatoes and chopped olives, together with small pieces of Reblochon, and scatter over some thyme. Then fold over the pastry into two, to form little foldovers.
Brush the foldovers with a pastry brush dipped into diluted egg yolk, making sure to include the edges. Seal it by pressing on the sides of the foldover with the tip of a knife, drawing little lines.
Place the foldovers onto a baking sheet covered with a sheet of baking paper. Paint them with the egg yolk and place in the oven for 20 mins. Serve the foldovers warm.