1. Heat olive oil in a large skillet over medium high heat.
2. Add onions and sauté until just beginning to brown. Add corn and thyme and sauté until onions are caramelized. Add broth and reduce until almost all the liquid has been absorbed into the onion mixture.
3. Salt and pepper to taste and remove from the heat. Divide filling into 16 equal sized portions.
4. Divide pizza dough into 16 equal sized pieces.
5. Take one of the dough pieces, flatten it, and place a portion of the filling in the middle. Pull the edges of the dough around the filling and pinch closed completely. Smooth into a ball shape with your hands. Repeat with the remaining dough pieces and filling.
6. Fill a large pot halfway up with canola oil. Heat over medium high heat until oil reaches 375°F on a deep fry thermometer.
7. Using a spoon, carefully drop donut holes into the hot oil, a few at a time. Do not overcrowd the pot. Cook until brown, and then flip to brown evenly on both sides, cooking a few minutes on each side.
8. Remove and drain on a paper towel lined baking sheet. Repeat until all donut holes are cooked. Serve immediately.