Melt the butter in a medium skillet over medium heat. Add the apples and cook, stirring often, for 5-7 minutes, or until the apples are golden and just beginning to brown on the edges. Drizzle the maple syrup over the apples and continue to cook 2-3 minutes more, continuing to stir, until the syrup has formed a light glaze on the apple slices. Stir in the sage, season with salt and pepper, and remove from heat.
Butter a slice of bread and place it buttered-side-down on a large preheated griddle on medium heat. Put ⅛ of the cheese on top, then layer with ¼ of the apples, and another ⅛ of the shredded cheese. Place another slice of bread over the filling and butter the top. Repeat to make 4 sandwiches. Cook the sandwiches for 3-5 minutes on each side (the length of time will depend on whether you're using an electric griddle or stovetop, so keep an eye on them!), then transfer to a cutting board, cut in half and serve.