Bake potatoes at 425° F for about 1 hour and 15 minutes. Let cool.
Cut each potato into 6 (1/4-inch) rounds.
Heat oil to 375° F.
Stir together the flour, cayenne, thyme, salt and pepper to taste. Dip each potato wedge into the milk and then dredge thoroughly in the seasoned flour mixture. Deep fry wedges without overcrowding for about 1 1/2 minutes until crisp and golden. Drain on paper towels and serve.