Heat oven to 350°F. Line a small baking sheet with parchment.
Trim and lightly score the top rind of the Brie; place it on the lined sheet.
Melt butter in a skillet over medium heat.
Add apples, brown sugar, and salt; cook, stirring, until the apples soften, 5–7 minutes.
Stir in cinnamon, nutmeg, thyme, lemon juice, maple syrup, and water; simmer until glossy and jammy, 3–5 minutes. Fold in pecans and vanilla; turn off heat.
Bake the Brie until warm and oozy, 8–10 minutes.
Spoon the warm apple compote over the Brie. Rest 2 minutes, then serve.