Preheat oven to 425 degrees F. Scrub potatoes and prick with fork; place on foil-lined baking sheet. Bake 40 minutes or until tender. Reduce oven temperature to 325 degrees F.
When potatoes are cool enough to handle, scrape pulp from skin. Transfer to bowl. Mash with 2 tablespoons of the butter and 3/4 teaspoon of the salt. Stir in cheese, bourbon, cream, and 2 tablespoons of the brown sugar. Transfer to buttered 1-1/2-quart casserole. Cover; bake 30 minutes or until heated through.
Meanwhile, in microwave-safe 2-quart casserole combine remaining butter, brown sugar, and salt. Add onion. Microcook on 100% power (high), for 3 to 4 minutes or until onion is crisp-tender. Add apples. Cover and microcook 2 minutes more or until apple is tender. Stir in thyme and pepper. Serve with sweet potatoes. Serves 8.