Mix the panko bread crumbs, Parmesan cheese and thyme in a bowl. Pour the milk in a different bowl.
Oil the bottom of a baking dish or cookie sheet with olive oil. Set aside.
Dip the haddock fillets in the milk. Coat them completely, but shake off any excess.
Coat the fish in the panko/cheese/thyme mixture. Press the mixture into the fish so as much sticks as possible.
Place the fish on the baking dish and drizzle with additional olive oil.
Bake at 500º for 10 minutes. Cover with foil and bake for another 5 minutes.