  The relatively large number of nearby radio-quiet and thermally emitting
isolated neutron stars (INSs) discovered in the ROSAT All-Sky Survey, dubbed
the ``Magnificent Seven'' (M7), suggests that they belong to a formerly
neglected major component of the overall INS population. So far, attempts to
discover similar INSs beyond the solar vicinity failed to confirm any reliable
candidate. The EPIC cameras onboard the XMM-Newton satellite allow to
efficiently search for new thermally emitting INSs. We used the 2XMMp catalogue
to select sources with no catalogued candidate counterparts and with X-ray
spectra similar to those of the M7, but seen at greater distances and thus
undergoing higher interstellar absorptions. Identifications in more than 170
astronomical catalogues and visual screening allowed to select fewer than 30
good INS candidates. In order to rule out alternative identifications, we
obtained deep ESO-VLT and SOAR optical imaging for the X-ray brightest
candidates. We report here on the optical follow-up results of our search and
discuss the possible nature of 8 of our candidates. A high X-ray-to-optical
flux ratio together with a stable flux and soft X-ray spectrum make the
brightest source of our sample, 2XMM J104608.7-594306, a newly discovered
thermally emitting INS. The X-ray source 2XMM J010642.3+005032 has no evident
optical counterpart and should be further investigated. The remaining X-ray
sources are most probably identified with CVs and AGN, as inferred from the
colours and flux ratios of their likely optical counterparts. Beyond the
finding of new thermally emitting INSs, our study aims at constraining the
space density of this Galactic population at great distances and at determining
whether their apparently high density is a local anomaly or not.
