Preheat oven to 425°.
Rub pork with 1/2 teaspoon oil, thyme, salt, and pepper. Heat the remaining 1/2 teaspoon oil in a large, heavy ovenproof skillet over high heat. Add pork; cook 5 minutes, browning on all sides. Add apple to skillet. Insert meat thermometer into thickest portion of pork; bake at 425° for 17 minutes or until thermometer registers 160° (slightly pink). Remove pork from skillet; keep warm. Return skillet to stove top; stir in Madeira, broth, and shallots. Bring to a boil; cook until reduced to 1 cup (about 2 minutes). Stir in mustard. Slice pork into 1/4-inch-thick slices. Serve with sauce.