Preheat oven to 400 degrees F. Grease two baking sheets or line with parchment paper; set aside. In a skillet cook bacon until crisp. Drain; reserve 2 tablespoons drippings. Chop bacon.
Meanwhile, in a medium bowl combine muffin mix, flour, chili powder, egg, and milk with a fork. Use your hands to knead dough until it comes together. Divide dough into four portions. Place two portions on each prepared baking sheet and press to 6-inch circles using floured hands.
Top each circle with half of the cheese and a layer of apple slices, leaving a 1-inch border. Fold edges around apple slices, using floured hands if necessary. Brush apples and crust with 1 to 2 tablespoons reserved bacon drippings.
Place baking sheets on separate oven racks. Bake for 10 minutes. Top each pie with remaining blue cheese and the bacon; return to separate racks and bake for 5 to 7 minutes more until edges are golden. If desired, sprinkle with thyme.