Baked Stuffed Onions

Name: Baked Stuffed Onions
Ingredients: 4 large Spanish onions (about 1 pound each), skin-on; 7 tablespoons extra-virgin olive oil; 3 large sprigs fresh thyme, plus 2 teaspoons finely chopped thyme leaves; Kosher salt and freshly ground black pepper; 1 large clove garlic; 20 ounces spinach, stems removed, washed and dried; Grated zest of 1 lemon; 2 large eggs, lightly beaten with a fork; Pinch of cayenne pepper, or more to taste; 1 cup sourdough bread crumbs; 4 ounces feta cheese, crumbled