Preheat a large non-stick skillet with a 1/4-inch of vegetable oil over medium-high heat.
Sprinkle a little water into four medium food storage baggies. Place 1 chicken breast in each bag and seal it up, pushing out excess air. Use the bottom of a heavy pot or pan and pound each breast until flat, just shy of busting out of the bag. Repeat with the other 3 chicken breasts.
Place the pretzels in a food processor or blender and grind until fine. Transfer the ground pretzels to a shallow dish, add the thyme and some salt and pepper. Crack and beat 2 eggs in a second shallow dish with a splash of water. One at a time, coat each chicken breast in the egg and then the ground pretzels.