Bring apple juice, brandy, honey and shallot to a boil in a small saucepan over medium-high heat. Vigorously simmer until liquid is reduced to 1 cup, about :20 to :25 minutes. Stir in thyme leaves and remove from heat to cool.
Soak skewers in woater for :30 minutes. Cut sausage links into 1-inch rounds. Core, but don't peel, apples. Cut each into 8 equal wedges. Cover wedges with water in a large bowl and stir in lemon juice. Set aside.
Peel onion and cut off root and stem ends. Cut onion into 8 equal wedges, stem to root. Heat grill to medium-high ( 375° to 400° ). Thread ingredients on bamboo skewers: sausage, apple wedge, onion wedge. Repeat so each skewer has two pieces of each ingredient. Finish skewer with one more sausage round.
Brush skewers lightly with Apple Thyme Glaze. Grill :03 to :04 minutes. Turn skewers over and brush again with glaze. Grill :03 to :04 more minutes. Brush once more with glaze just before removing from the grill.