Wash the zucchini and remove the ends. Then, using a vegetable peeler, cut it lengthwise into strips. Once done, lightly salt the zucchini strips.
Cut the feta into roughly 2x2 inch cubes and the onion into rings.
Now place two zucchini strips next to each other and then two more strips crosswise on top. Place a feta cube in the middle, sprinkle with some dried thyme, and top with a few onion rings. Then fold the zucchini over the feta so that it wraps it. Finally, secure with a toothpick to prevent the pockets from opening.
Grill the zucchini packets for about 4 to 5 minutes per side, season with salt and pepper, and drizzle with honey before serving.