In a mixing bowl, blend the goat cheese and black pepper well mixed. Place a
generous tablespoon of goat cheese in the center of each leaf. Fold in the sides
of each leaf, then roll up burrito fashion and tie with kitchen string. Drizzle
1 teaspoon olive oil over each and refrigerate for 1 hour.
Heat the grill or light a charcoal fire.
Place the chilled packets over the medium hot part of the grill and cook until
the leaves are just starting to char all over, 1 to 2 minutes per side. Place 3
packets on each plate, drizzle with a teaspoonful of balsamic vinegar and a dusting
of fresh thyme, and serve immediately. (You may remove the strings before serving
if you wish, but in Italy they'd probably leave them on.)