Make the thyme syrup: In a small saucepan, stir all the ingredients together and bring to a boil. Once the syrup is clear and the sugar has completely dissolved, turn off the heat and allow the thyme to steep as it cools to room temperature. Strain the syrup and reserve for later.
In a cocktail shaker, add the Vin de Savoie, lemon juice, thyme syrup, cognac, kirsch and ice. Shake until chilled then strain into a wineglass with fresh ice. Garnish with a lemon wheel and thyme sprig, and serve.