On a large baking pan, toss together the apples, oil, salt & pepper. Roast them at 400 degrees for 25-30 minutes, or just until slightly golden brown.
Add the onion to a dutch oven, or other large soup pot. Saute over medium heat, just until tender- about 5-7 minutes. Add the garlic and thyme, and cook for a minute to allow them to release their fragrance.
Stir in the apples, broth, and cider and bring the mixture to a boil. Reduce the heat to medium low, and simmer for 15 minutes.
Stir in the milk, cheese, and mustard until the cheese has completely melted and incorporated. Salt & pepper the soup, to taste.
Use an immersion blender, or an actual blender (just be careful of the steam building up), and completely puree the soup. Ladle into bowls and serve, topped with crumbled bacon, tart chunks of apple, and the optional drizzle of maple syrup.