Preheat the oven to 375 degrees F. Arrange the bacon on a wire rack in an rimmed bacon sheet and cook about 10 minutes, until crispy.
Meanwhile, heat the olive oil in a large skillet over medium high heat. Season the chicken thighs with salt and pepper and place into the skillet (working in batches if needed) and cook for 10 minutes, until well browned, flipping once halfway through cook time. Remove from pan, set on a plate, cover.
In the same skillet, at the butter to the pan and stir to coat. Add the apples, onion, thyme and sage. Cook for 5 to 6 minutes. Add 1/2 cup chicken stock, the cider and brandy and scrape up any browned bits. Return the chicken to the skillet and coat with the sauce. Lower the heat to a simmer and cook for 15 minutes longer.
While the chicken is cooking, make the polenta. Bring the remaining chicken stock to a boil in a medium saucepan. Add the polenta and cook and , whisking constantly for 2 to 3 minutes, until thick. Season with salt and pepper and add the cheese. Stir to melt.
Serve the polenta on platters with chicken thighs and apples and onions. Top with bacon.