PdSe2 is a promising two-dimensional noble metal dichalcogenide with inherent in-plane anisotropy due to its pentagonal structure, and it finds applications in electronic, photonic, and thermoelectric devices. Herein, we present the low-temperature (250-290 degrees C) chemical vapour deposition (CVD) growth of an air-stable atomically thin PdSe2 layer and study its Raman temperature coefficients, anisotropy ratio and thermal conductivity as a function of the layer thickness. Optical microscopy (OM), atomic force microscopy (AFM), and micro-Raman analyses lead to confirmation of the as-grown ultrathin sheet-like bilayer and ribbon-like few-layer PdSe2 on a mica substrate. We found the reciprocal lattice basis vectors |(a) over right arrow*| = 0.17 nm and |(b) over right arrow*| = 0.16 nm in single-crystalline PdSe2, acquired via electron diffraction analysis. A low-temperature Raman study has been conducted to understand the phonon dynamics of the as-grown PdSe2 in the temperature range of 83-295 K. This work opens up a new avenue for calculation of the anisotropic ratio without using a polarized laser, which is significant for designing new functional materials. Analysis of the temperature-dependent Raman data revealed the anisotropic ratios to be 1.42 and 1.28 for bilayer and few-layer PdSe2, respectively. Our results affirm that the anisotropic ratio decreases with the increasing layer number. Furthermore, we perform a comparative analysis of the temperature coefficients for transition metal di-chalcogenides (TMDs) and noble transition metal di-chalcogenides (NTMDs) that have been reported so far. For bilayer to few-layer (similar to 5-layer) CVD-synthesized PdSe2 the temperature coefficients change from -0.006 cm(-1) K-1 to -0.024 cm(-1) K-1, respectively, which shows a wider variation with thickness compared with conventional TMDs. Via analysis of the mini-planes of PdSe2, we propose the precise vibrational planes responsible for different Raman modes. Broadening of the Raman spectral linewidth with increasing temperature is explained based on the phonon decay process. Finally, the in-plane thermal conductivities of CVD-grown few-layer and bilayer PdSe2 are estimated to be similar to 10.1 W m(-1) K-1 and similar to 36.8 W m(-1) K-1, respectively, using a non-contact Raman measurement technique. Our results are significant for the low-temperature CVD growth of bilayer and few-layer PdSe2 on an arbitrary substrate, including mica, and for gaining insight into electron-phonon and phonon-phonon interactions in noble transition metal chalcogenide 2D materials.