Preheat your oven to 375°F (190°C). Grease a baking dish with butter to prevent sticking.
Heat olive oil in a skillet over medium-high heat. Season the chicken thighs with salt and pepper, then add them skin-side down. Sear until the skin is golden and crispy, about 5-7 minutes, then flip and cook for another 3-4 minutes. Remove from heat and set aside.
Arrange the seared chicken thighs in the prepared baking dish, with the crispy skin facing up. Surround the chicken with sliced apples and sprinkle chopped sage over the top.
In a mixing bowl, whisk together heavy cream and shredded cheese until smooth. Season with salt and pepper to taste.
Pour the creamy mixture evenly over the chicken, apples, and sage in the baking dish, ensuring everything is coated and the sauce begins to bubble.
Place the casserole in the oven and bake uncovered for about 35-45 minutes, until the chicken is cooked through, the sauce is bubbling, and the top is lightly golden.
Once baked, remove from the oven and let rest for a few minutes. The sauce will thicken slightly, and the flavors will meld.
Serve the casserole hot, spooning the sweet apples and luscious sauce with the crispy chicken skin on top for a comforting and visually appealing dish.