Preheat the oven to 350°. Grease an 8x8 baking dish.
Brown the sausage in a skillet, crumbling as you go. Remove the cooked sausage and set aside. Wipe the skillet clean.
Add the butter to the skillet and sauté the onion for a few minutes until beginning to soften. Add the apples and sauté f minute or two more.
layer half the bread, half the sausage, half the onion mixture then half the cheese in the prepared in that order. Repeat.
Beat together the eggs, milk, salt, thyme, and pepper. Pour over the casserole and allow to sit for 5-10 minutes so the bread can absorb the custard. If making ahead, stop here.
Bake uncovered for 1 hour.