Preheat panini press on medium heat(or use 2 heavy skillets-one to put on top of the panini while cooking to press it).
Lightly spread honey mustard evenly over each slice of bread.
Layer apple slices and cheese over 4 slices of bread, using about ½ apple and 2 ounces of cheese for each sandwich. Top each with remaining bread slices. Lightly coat panini press with cooking spray(or coat skillet.
Grill each sandwich for 3 to 5 minutes or until cheese has melted and bread has toasted.
Remove from pan and allow to cool slightly before serving. Enjoy!