Preheat your oven to 400°F (200°C) for toasting the baguette slices.
Arrange baguette slices on a baking sheet and brush lightly with olive oil. Toast in the oven until golden brown, about 5-7 minutes.
Season the beef tenderloin slices with salt and pepper. Heat olive oil in a skillet over high heat. Add the beef slices and sear quickly on each side, about 1-2 minutes per side. Remove from skillet and set aside.
In the same skillet, reduce heat to medium. Add butter and garlic, sautéing until fragrant, about 1 minute.
Stir in heavy cream, Parmesan cheese, and thyme. Cook, stirring frequently, until the sauce thickens slightly, about 3-4 minutes.
To assemble, place a slice of beef on each toasted baguette slice. Spoon a generous amount of Parmesan cream sauce over the beef. Garnish with additional thyme if desired.