1. Preheat oven to 220º C.
2. Slice the tops off of the heads of garlic so most of the clove tips are exposed. Drizzle with 2 teaspoons of olive oil and wrap each head separately with foil and place in a baking dish. Roast for approximately 45 minutes, or until the garlic is completely soft and lightly browned.
3. Remove from oven and cool. When cool enough to handle, gently squeeze the cloves from the heads and place in a bowl.
4. Add remaining olive oil, balsamic glaze and season with salt and pepper; set aside, or cover and refrigerate until ready to use.
5. Cut open the pita bread pockets so that you have two open halves. Spread a scant half-teaspoon of roasted garlic mixture onto each pocket, top with blue Cheese and thyme.
6. Place in oven and bake for approximately 5 minutes or until cheese begins to melt.
7. Remove from oven, sprinkle with walnuts if desired and serve.