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.
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