  The X-ray spectra of Gamma-Ray Bursts can generally be described by an
absorbed power law. The landmark discovery of thermal X-ray emission in
addition to the power law in the unusual GRB 060218, followed by a similar
discovery in GRB 100316D, showed that during the first thousand seconds after
trigger the soft X-ray spectra can be complex. Both the origin and prevalence
of such spectral components still evade understanding, particularly after the
discovery of thermal X-ray emission in the classical GRB 090618. Possibly most
importantly, these three objects are all associated with optical supernovae,
begging the question of whether the thermal X-ray components could be a result
of the GRB-SN connection, possibly in the shock breakout. We therefore
performed a search for blackbody components in the early Swift X-ray spectra of
11 GRBs that have or may have associated optical supernovae, accurately
recovering the thermal components reported in the literature for GRBs 060218,
090618 and 100316D. We present the discovery of a cooling blackbody in GRB
101219B/SN2010ma, and in four further GRB-SNe we find an improvement in the fit
with a blackbody which we deem possible blackbody candidates due to
case-specific caveats. All the possible new blackbody components we report lie
at the high end of the luminosity and radius distribution. GRB 101219B appears
to bridge the gap between the low-luminosity and the classical GRB-SNe with
thermal emission, and following the blackbody evolution we derive an expansion
velocity for this source of order 0.4c. We discuss potential origins for the
thermal X-ray emission in our sample, including a cocoon model which we find
can accommodate the more extreme physical parameters implied by many of our
model fits.
