Pat the chicken thighs completely dry with paper towels and season both sides evenly with the salt and black pepper.
Heat the olive oil in a large cast iron or stainless steel skillet over medium-high heat until the oil shimmers, then add the chicken and sear for 5-7 minutes per side until a deep golden-brown crust forms; transfer the chicken to a clean plate and set aside.
Reduce the heat to medium, melt the butter in the same skillet, then add the sliced onion and apple slices, cooking for 6-8 minutes while stirring occasionally until they have softened and begun to caramelize.
Stir in the minced garlic, cinnamon, and nutmeg, and cook for 1 minute until the garlic becomes fragrant.
Pour in the apple cider and chicken broth, using a wooden spoon to scrape up any browned bits from the bottom of the skillet, then whisk in the whole grain mustard.
Return the seared chicken thighs and any accumulated juices to the skillet, nestling them into the apple and onion mixture, and simmer uncovered for 10-12 minutes until the sauce has reduced slightly and the chicken is cooked through to an internal temperature of 165°F.
Stir in the heavy cream and let the sauce warm through for 1-2 minutes until it becomes creamy and coats the back of a spoon.
Remove the skillet from the heat, garnish with fresh thyme leaves, and serve immediately.