Preheat the oven to 425°F. Place the cherry tomatoes on a rimmed baking sheet. Drizzle with the olive oil and season generously with salt and pepper. Toss to coat and spread the tomatoes into a single layer. Scatter the thyme sprigs over the tomatoes. Roast for 18 to 20 minutes, shaking the pan once halfway through cooking, until the tomatoes begin to blister, soften and burst open.
Transfer the warm tomatoes to a serving dish. Spoon the pesto over the tomatoes and gently toss once or twice so some of the juices mingle with the sauce. Top with the feta, toasted pine nuts and lemon zest. Finish with a small pinch of flaky sea salt and serve warm or at room temperature.
Use the best cherry tomatoes you can find, as their flavor is the foundation of the dish. Toasting the pine nuts adds depth and crunch, while a little lemon zest brightens the rich pesto and salty feta. The tomatoes can be roasted ahead and assembled just before serving, making this an easy dish for entertaining.