Carefully cut out the stems and center of each mushroom and chop the insides finely. Heat the butter to a skillet over medium heat to melt. Add the onions, garlic, apple, sage, sherry and chopped mushroom stems and cook until the mixture is translucent. Separately combine blue cheese, walnuts & applesauce in a bowl. Add the cooked ingredients to the cheese mixture w/ salt and pepper and mix well.
Place mushroom caps on lightly greased cookie sheet(s) and fill each cap with he mixture, mounding if necessary.
Bake for about 20 minutes or until the mushrooms darken and soften slightly.