Heat medium sized pot over low heat and add apples. Add sugar, lemon juice and cinnamon and cook for 15 minutes or until apples become soft. Turn off heat and set it aside to cool.
Thaw frozen puff pastry according to instructions on box. Preheat oven to 375°. Roll out dough and cut out 3"x4" rectangle.
Place apples in the middle of each cut out rectangle and place sprigs of thyme on top of apples. Sprinkle grated cheese all around the edges of each tart.
Bake tarts in the oven for 15 minutes or until edges are golden brown. Sprinkle fresh thyme leaves on freshly baked tarts.