Scrub potatoes and slice into thin strips. Place potatoes into a large bowl and cover with cold water. Allow to soak for at least 20 minutes and up to several hours.
Preheat oven to 450 degrees. Drain the potatoes and pat them dry with paper towels until completely dry. Place potatoes on a baking sheet in a single layer, taking care not to overcrowd the pan. Drizzle generously with olive oil (the olive oil is what helps them crisp, so don't be stingy). Sprinkle everything spice evenly over potatoes.
Cook for 25 minutes, remove from the oven, and flip the fries over using tongs or a spatula. Return the baking sheet to the oven and cook another 25 minutes or until desired crispness is reached. Remove the fries from the oven and sprinkle evenly with cheese. Garnish with fresh thyme if desired.
Stir the mayonnaise and horseradish together in a small bowl and serve alongside the fries.