Add beef, salt, thyme, pepper and egg to cracker crumb mixture until well mixed. Spread half of beef mixture into ungreased 8x4-or 9x5- inch loaf pan. Cut 3 slices of the cheese into 1/2-inch strips. Arrange strips in center of loaf to within 1/2-inch of sides and ends of pan. Top cheese with remaining beef mixture covering completely to sides of pan.