Preheat the oven to 450F. Line a baking sheet with parchment paper.
In a large bowl, add the goat cheese and spread it around. Set aside to let it soften.
Meanwhile, in a personal sized or small blender, add the popcorn and pulse into fine crumbles. Transfer to a shallow bowl. Next, add the pistachios and thyme to the blender and pulse into a fine/semi-coarse meal. Transfer to the bowl. Lastly, add the bacon and pulse until finely chopped. The bacon will likely clump up. Transfer it to the bowl, scraping out anything stuck. Use your hands to mix everything together until evenly combined, breaking up the clumps of bacon.
To the large bowl with the goat cheese, add the cheddar and pepper and use your hands to mix to combine. Add about ⅓ cup of the popcorn mixture. Use your hands again to combine thoroughly. Roll into small balls (about a heaping teaspoon worth) and place on a parchment lined baking sheet.
Chill in the freezer for 30 minutes (or overnight), if you have the time. If not, move onto the next step.
In a small bowl, add the egg and whisk until smooth. Roll the goat cheese ball into the egg mixture to coat. Shake off any excess egg, then roll it in the remaining popcorn mixture to coat. Place on the prepared baking sheet. Repeat with the rest of the balls. It helps to use one hand for dipping in the egg, and the other hand for coating (one wet and one dry hand).
Bake for 5-7 minutes (less time if you did not freeze) or until the coating is toasted/golden brown. If you notice any of the balls are starting to flatten or explode, they’re done! Let cool for at least 10 minutes, then serve (scatter extra popcorn and pistachios all around the cheese balls for presentation).
You can serve these just warm, but they’re fine room temp if they sit out for a while. You could put these on a cracker or eat them as is!