Wash mini sweet peppers and pat them dry. Leaving the stem intact, cut each pepper in half lengthwise. Deseed and remove the membrane from each pepper. Discard seeds and membrane, and set peppers aside.
Combine goat cheese, ricotta cheese, bacon, and thyme leaves in a small bowl. Sprinkle with salt and pepper to taste.
Using a small spoon, fill each halved pepper with cheese mixture and arrange on a baking sheet covered with parchment paper.
Sprinkle each halved pepper with Parmesan cheese.
Place tray of peppers in the oven under a preheated broiler set to "high."
When cheese begins to brown and the peppers start to blister (approximately five minutes), remove them from the oven and serve immediately on a serving plate.