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Heat oven to 200C/fan 180C/gas 6. Whizz the bread into crumbs in a food processor. Add the horseradish and thyme, then season and mix well.
Put the salmon in one layer in a lightly oiled baking dish. Press the crumbs on to the flesh, then bake for 10-12 mins.
Meanwhile, put the cabbage in a large pan with a little salt and pour in boiling water to come halfway up. Cover and cook for 8-10 mins until tender. Drain well, then return to the pan with the yogurt and plenty of black pepper. Reheat gently. Pile the cabbage onto plates and serve with the salmon.