Fabulous! What a wonderful change of pace for brunch or lunch! Use an apple that will hold its shape when baked — Granny Smith, Golden Delicious, Rome, or Northern Spy will all work. Avoid McIntosh and Red Delicious.
Preheat the oven to 350 degrees F.
Place the apples in the pie shell. Sprinkle the cheese over the apples. In a small bowl, mix together the eggs, milk, salt, nutmeg, and cinnamon. Pour over the apples. Bake for 60 to 70 minutes. Let stand for 10 minutes before serving warm, or serve chilled.