Preheat the oven to 400 degrees. Place the sweet potato rounds on a baking sheet and brush both sides with olive oil. Bake for 15 minutes until tender.
While the sweet potatoes bake, combine the ground turkey, pumpkin puree, thyme, salt, and black pepper in a bowl. Mix well and shape into 4 patties.
Heat a skillet over medium heat. Cook the patties for 5 minutes per side until fully cooked through.
Place one cooked sweet potato round on each plate. Add a turkey patty and top with a slice of cheese. Finish with a second sweet potato round.
Sprinkle chopped parsley over the assembled sliders before serving.