- Toast almonds in small skillet over medium-low heat 3–5 minutes, or until light brown. Transfer to plate to cool.
- Process cream cheese, goat cheese, orange zest, thyme, and salt in food processor until smooth. Transfer to small bowl, and stir in dates. Coat large rectangle of plastic wrap with cooking spray, and scoop cheese mixture onto it. Shape into ball, wrapping in plastic, and chill 1 hour.
- Roll cheese ball in toasted almonds, pressing to adhere. Refrigerate wrapped in clean plastic wrap until ready to serve. Let stand at room temperature 10 minutes before serving.