Lightly grease a 13 x 9 inch baking dish with oil or coat with cooking spray.
In a small bowl, whisk together the cream and cayenne pepper.
Arrange 1/3 of the yams in an even layer on the bottom of the prepared dish.
Season with 1/2 t salt and 1/4 t each of black pepper and thyme.
Pour in 2/3 c of the cream mixture.
Repeat for 2 more layers.
In a small bowl, combine the cracker crumbs, Parmesan, pecans, and melted butter.
Give it a good stir so the butter coats the crackers and pecans.
Scatter the mixture over the top of the casserole.
Cover the dish with foil and bake for 15 minutes.
Uncover and bake until the top is golden brown, the yams are tender, and the house is filled with the most wonderful sweet and buttery smells, 30-45 minutes longer.