1Heat oven to 375°F. On ungreased cookie sheet, place fillo shells.
2In 10-inch skillet, melt butter over medium-high heat. Cook apple in butter 5 minutes, stirring frequently, until tender. Remove from heat; stir in walnuts and nutmeg. Stir in blue cheese. Divide mixture evenly among fillo shells.
3Bake 8 minutes or until cheese is melted and tartlets are warm. Garnish with thyme.