Prepare hot fire in charcoal or gas grill. Brush chicken with olive oil and season with salt and pepper. Grill chicken until juices run clear, 3-4 minutes per side. Remove from grill to platter and tent with foil to keep warm.
Melt butter in sauté pan over medium high heat. Add apples and sauté 2-3 minutes, until they begin to brown and become tender.
Spoon apples over chicken and top with feta and thyme.