Preheat oven to 400 degrees.
Line a baking sheet with parchment paper and spread chicken bones and wings on prepared baking sheet. Transfer to oven and roast until well browned, about 1 hour.
In a small bowl, mix together butter and flour to make a paste.
Transfer chicken bones and wings, along with any browned bits from baking sheet to a large skillet. Add stock and bring to a simmer over medium-high heat; simmer for 30 minutes.
Strain mixture through a fine mesh sieve; discard solids. Return liquid to skillet and heat over medium-high heat. Stir in thyme. Whisk in butter mixture, 1 tablespoon at a time, until sauce is thick and gravy-like. Let cook 1 to 2 minutes more. Season with salt, cover, and keep warm until ready to use.