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Melt 2 tablespoons of the butter over low heat, add the flour, and cook, stirring constantly, for 3 minutes. Gradually whisk in the milk, increase the heat, and cook until the mixture comes to a boil. Remove from the heat, stir in the cheese, pepper, and nutmeg, and pour into a bowl. Crumble the sausage into a skillet and cook over medium heat until it is no longer pink, but do not brown. Drain and add to the cheese sauce. Beat the eggs and thyme together and cook in the remaining 1 tablespoon butter until just set. Add to the sausage-cheese sauce and cool completely. (This may be done the night before, refrigerated, and brought to room temperature when ready to bake.) Brush 1 sheet of phyllo dough with some of the melted butter. Sprinkle with 1 tablespoon bread crumbs and fold in half lengthwise. Brush with butter and spoon about 1/3 cup of the sausage-cheese filling along one short end, leaving a 3/4-inch border along the edges empty. Fold the edges over, starting at the end with the filling, and roll to make a neat package. Place on a greased cookie sheet and brush with butter. Repeat with the remaining ingredients. Bake in a preheated 375 degree oven for 15 minutes. Garnish with the parsley.