Salt lightly (depending on how salty the ham is) and pepper.
Wrap the meat slices in 1 slice of ham. Let overlap on the underside.
Heat the cream in a high saucepan together with the cream cheese until the cheese has melted (stir with a whisk until smooth). Add the dried thyme and season with salt and pepper.
Let the sauce reduce over medium heat. Caution: it`s bubbly.
Fry the meat packets in the oil in a pan on both sides until crispy and fry medium.
Place the sirloin on preheated plates.
Pour the sauce into the pan with the frying fat and stir until the gravy has combined with the sauce. Pour the sauce over the meat. Decorate with thyme stalk.