Good things come in small packages!
Preheat the oven to 400°. On a small baking sheet, arrange the tomatoes in a single layer. Drizzle with about 2 tbsp. olive oil. Season with salt, pepper, and the thyme. Roast until the tomatoes collapse, about 12 minutes.
In a small bowl, toss the shallots with the vinegar, honey, and lemon juice. Season with salt.
Trim and shred or chop the lettuce.
In a medium bowl, mix the beef, parsley, paprika, and garlic. Season with salt and pepper. Form into 12 small (about 2 oz. each) patties (thinner in the centers for even cooking).
Heat a cast-iron griddle or skillet over medium-high. Drizzle with oil. Cook the patties for about 3 minutes. Flip; cook for a minute more. Top each patty with a small spoonful of the cheese.
Split the rolls and assemble the sliders by stacking the roll bottoms, lettuce, tomatoes, blue cheese burgers, shallots, and roll tops. Thread an olive onto each toothpick; use to secure each slider.