Baked pears are a rustic but elegant dessert. If using Bosc pears, buy only ripe ones; Anjou, which are juicier, can still be slightly firm. Avoid enamel baking dishes, as they cause the syrup to burn.
Preheat oven to 425 degrees. Slice off bottom end of each pear just enough so that it will stand upright. Using a melon baller or small spoon, remove seeds from the bottom. Peel upper half, leaving stem intact, and pat dry with a paper towel. Rub butter over peeled part of each pear, and arrange pears in a small baking dish (about 7 by 11 inches) so they are standing. Sprinkle with the sugar.
Pour wine into baking dish; add thyme sprigs, if using. Bake until pears are soft when pierced with a paring knife and well browned, about 45 minutes; using a small spoon, baste pears occasionally with the wine, adding a bit of water as needed to prevent liquid from evaporating. Remove from oven.
To serve, spoon some of the pan juices into each serving dish, and place a pear on top. Serve with a dollop of mascarpone and several biscotti on the side.