Preheat the oven to 450 degrees. Line a baking sheet with aluminum foil.
Lay the prosciutto slices side by side on a work surface. Place a pear wedge near the end of each one and roll up. Transfer the wrapped pear wedges to the baking sheet. At this point you can lightly sprinkle over with freshed ground black pepper, if desired. Roast about 6 minutes, until the prosciutto is lightly browned and the pear has softened.
Meanwhile, combine the blue cheese, cream and thyme in a small saucepan over medium heat. Cook about 3 minutes, stirring constantly, until the cheese melts. Season with pepper to taste. Arrange the roasted wrapped pears on a plate around a small bowl containing the blue cheese cream. Serve immediately.