Coat a skillet with cooking spray and heat over medium heat. Cut sausage links in half lengthwise and place in skillet. Cook for 2 minutes or until heated through. Move links to the side of skillet.
Butter one side of each slice of bread. Place one slice in skillet, butter side down. Layer with one slice cheese, sausage, apple, a second slice of cheese and a second bread slice, butter side up. Cover and cook for 2-3 minutes on each side or until golden brown and cheese is melted.