Preheat the oven to 400F. Add the cherry tomatoes to the oven-safe dish and toss with the olive oil and chopped garlic. Bake for 20 minutes, then increase the heat to broil and cook for another 10 minutes. Watch closely so that the tomatoes blister and brown, but don't burn
While the tomatoes are roasting, add the feta, lemon juice and yogurt to a food processor and whip or puree for about a minute until smooth and creamy. Transfer to a shallow platter and use a spatula to smooth out, leaving it about an inch thick
Top the whipped feta with the roasted garlic tomatoes, plus the oil it was cooking in. Garnish with the capers and thyme