Preheat the oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper.
Cut jalapenos in half lengthwise. Put on disposable gloves to remove the seeds and membranes.
Mix goat cheese, Cheddar cheese, Monterey Jack, chili powder, cumin, and coriander until well combined. Mix bread crumbs, cotija, and oregano together in a separate bowl.
Fill each jalapeno half with equal amounts of the goat cheese mixture. Gently roll the tops of the filled peppers in the bread crumb mixture. Arrange peppers on the prepared baking sheet.
Bake in the preheated oven until bread crumbs are browned, about 20 minutes. Garnish with fresh thyme.