Prep. Cut the ends off of the spaghetti squash. Cut into 2 inch rings and scoop out the sides and center of each round. Season with salt and pepper and let sit for 10 to 15 minutes.
Bake. Line a sheet tray with parchment paper lines baking and place the squash rings on top. Tightly cover the pan with aluminum foil and bake for 15 minutes.
Stuff. Chop or crumble the feta and place it into the center of each ring. Top with thyme. roast for another 15 to 20 minutes uncovered. Squash should pull apart from the skin easily. Serve whole or pull away from the rind and lightly shred with a fork.
Notes
For a faster cooking time, slice the rounds thinner and sprinkle the feta over the squash instead of in the center. You'll have more squash rounds and not enough feta to stuff the centers.
You don't have to let the squash sit with the salt and pepper. This just allows the salt to extract water from the spaghetti squash giving it a better texture.