Position a rack in the center of the oven and heat the oven to 425°F. Split the baguette pieces lengthwise, open them up like a book, and top one side with the brie. Set on a baking sheet lined with parchment paper or aluminum foil, and bake until the cheese melts and the bread lightly browns, about 5 minutes.
Meanwhile, melt the butter in a large (12-inch) heavy-duty skillet over medium-high heat. Add the apples and cook, tossing every minute or so, until they start to soften and brown in places, 3 to 4 minutes. Add the ham and cook, gently tossing, until it warms. Remove from the heat and gently toss with the mustard, honey, and thyme until the ham and apples are evenly coated. Using tongs, distribute the ham mixture into the warm pieces of baguette, secure with 2 toothpicks, cut in half, and serve.