Preheat oven to 425. Grease 8 X8 baking dish with cooking spray. Slice chicken breasts in half, lengthwise, almost all the way through, to form a pocket. Combine thyme, oregano, rosemary, sage, salt, and pepper in a small bowl.
Layer 2 slices cheese and 3-4 slices apples inside each chicken breast pocket. Close chicken breast, and seal with a toothpick. Place breasts in prepared baking dish.
Drizzle olive oil over chicken breasts in dish. Sprinkle herb mixture over breasts. Bake, uncovered, 30 minutes or until chicken is done and cheese is melted.