Prepare the pickled tomatoes 24 hours before serving. Place the vinegar, sugar, thyme and water in a small pan and place over a high heat. Bring to the boil, then remove from the heat and allow to cool.
Use a blowtorch to scorch the skins of the cherry tomatoes. When blackened and charred, plunge the tomatoes into iced water to cool and peel off the skins.
Place the peeled tomatoes in a bowl or container and pour over the cooled pickling liquor. Cover and leave to pickle for 24 hours.
Also the day before, prepare the gazpacho. Place all the ingredients, except the tomato juice, in a large bowl and mix well. Cover and leave to infuse overnight.