In a medium mixing bowl, combine softened goat cheese and cream cheese using a hand mixer or spatula until smooth and creamy, about 2-3 minutes.

Fold in finely chopped prosciutto, fresh orange zest, and thyme leaves into the cheese mixture, mixing for another 1-2 minutes until well combined.

Use a small cookie scoop or tablespoon to portion the mixture into 12 equal pieces, rolling each into smooth balls.

Finely chop the roasted pistachios and gently roll each cheese ball in the chopped pistachios, pressing lightly.

Lay the coated bonbons on a parchment-lined tray and refrigerate for 20-30 minutes to firm up.

Assemble for serving by skewering a Castelvetrano olive, a piece of prosciutto, and a bonbon on a toothpick.