Coat a 13 x 9-inch baking pan with nonstick cooking spray. In a 10-inch nonstick skillet, saute kielbasa, apples and onion for 5 minutes over medium heat. If sticking to skillet, add 1 tablespoon water. Cool slightly.
In medium-size bowl, whisk together eggs, milk, honey mustard, sage and pepper. Set aside. Place bread cubes in a large bowl. Gently stir in kielbasa mixture and 1/2 cup of the shredded cheese. Spoon into prepared baking dish and then pour egg mixture evenly over it. Compress lightly with hands until all ingredients are moistened. Sprinkle with remaining 1/2 cup shredded cheese.
Cover with foil and bake at 375°F for 20 minutes. Uncover and bake an additional 20 minutes. Cool slightly before serving.