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Toss the breadcrumbs with the apple, green onion, mustard and barbecue sauce until well combined. Slice the sausages almost all the way through so they lay flat and open like a book. Divide the breadcrumb mixture evenly between the sausages.
Turn the grill on. Select the program Sausage and press OK. Generously grease the cooking plates with cooking spray. Once the purple indicator light has stopped flashing, place the sausages on the grill and close the lid.
Cook until the indicator light has changed to red. Carefully remove the sausages from the grill and sprinkle with cheese. Serve with additional mustard on the side.