Roll out the puff pastry until it is a little bigger than the top of the dish. Brush the edges of the dish with a little of the egg yolk to help the pastry stick. Roll it around the rolling pin to pick it up and then unroll it over the dish and smooth it down over the fish.
Press the pastry down into the edges and against the sides of the dish to seal them. Trim off the excess using a sharp knife and then crimp the edges using your fingers. Brush the remaining egg yolk over the pastry, this will give a deep golden-brown colour when it cooks.
Season with ground black pepper and scatter with the thyme leaves. Pierce the pastry to let some of the steam out and to help the pastry cook from underneath. Bake for 40 minutes until crisp, golden and browned on top.