Preheat oven to 190c. Grease a 6 cup ovenproof dish. Lightly butter both sides of the vienna loaf. Sprinkle with thyme, salt and pepper then layer into the dish.
Insert cheese, tomatoes, capsicum, olives and basil in between the bread slices.
Whisk eggs and cream together in a jug. Pour over bread and let stand for 5 minutes to be absorbed. Roughly chop prosciutto and scatter over the top.