In a large bowl, combine the warm water, sugar, and yeast. Let it sit for about 5 minutes until foamy.
Add the flour, salt, and olive oil to the yeast mixture. Mix until a dough forms.
Knead the dough on a floured surface for about 5 minutes until smooth.
Place the dough in a greased bowl, cover with a cloth, and let it rise in a warm place for 1 hour or until doubled in size.
Caramelize the Onions:
In a large skillet, melt the butter over medium heat. Add the sliced onions and cook, stirring occasionally, until deep golden brown and caramelized, about 25-30 minutes.
Add the beef broth, thyme, salt, and pepper. Cook for an additional 5 minutes until the mixture is thickened. Let it cool.
Assemble the Soup Bombs:
Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
Punch down the risen dough and divide it into 12 equal pieces.
Flatten each piece into a circle. Place a spoonful of the caramelized onion mixture and a generous sprinkle of Gruyère cheese in the center of each circle.
Pull the edges of the dough up and over the filling, pinching to seal. Place the bombs seam-side down on the prepared baking sheet.
Bake:
Brush the tops of the bombs with beaten egg and sprinkle with a little thyme.
Bake for 20-25 minutes, or until golden brown and puffed up.
Serve:
Let the French Onion Soup Bombs cool slightly before serving. They’re best enjoyed warm.