Grease a 9 x 13 casserole and line a baking sheet with parchment.

Preheat oven to 350°F.

Cut knishes into 2-inch cubes and arrange in single layer on the prepared baking sheet. Toast in the oven at 350°F for 15 minutes. Place toasted cubes in the prepared casserole dish.

Meanwhile, heat butter and EVOO in a sauté pan over medium heat. Cook onions until lightly browned, about 10 minutes. Add salt, pepper, and thyme and cook 2 to 3 minutes more. Stir in flour and cook an additional 3 minutes. Pour in milk, turn heat to high and stir until mixture starts bubbling. Lower heat and simmer for about 5 minutes, until mixture coats the back of a spoon.

Pour over toasted knish cubes. Top with cheese and bake at 350°F for 20 minutes, until cheese is bubbly and golden.

Serve immediately.