Preheat the oven to 350˚F. Line two baking trays with silicone or parchment paper.
In a large bowl, combine the parmesan, flour and butter. Rub together with your hands until you have a crumbly mixture. Add the thyme and pepper. Stir in the egg until you have a dough that keeps together. Shape the dough into a 1 -1/2 inch diameter log. Wrap up in plastic wrap and chill in the fridge for at least one hour.
When ready to bake, slice half-inch rounds from the log and place on the prepared baking trays. Bake in the oven for 10-15 minutes. The biscuits will turn golden around the edges and on the bottom. Transfer biscuits to a wire rack to cook completely.