Stir together first 8 ingredients in a bowl until well blended
Preheat a grill to medium-high (400°F to 450°F). Cut 12 (12-inch) squares of heavy-duty aluminum foil. Place 6 of the foil squares in a single layer on work surface, and set aside remaining 6 squares. Place 10 clams on each of the 6 foil squares on work surface. Top each clam mound with 2 lemon wedges, 1 thyme sprig, and1/4 cup of the butter mixture. Carefully pour 2 tablespoons wine over each mound. Top each with 1 of the remaining 6 foil squares; tightly crimp all sides.
Place sealed foil packets on un-oiled grates. Grill, covered, until clams open, about 10 minutes, rotating halfway through grilling time. Discard any clams that do not open.