Combine blue cheese, apples, 1/4 teaspoon pepper, 1/4 teaspoon sage, and garlic in a small bowl. Set aside.
Remove and discard skin from turkey breast. Lay breast flat on heavy-duty plastic wrap (with what would have been skin side down). Starting from center, slice horizontally through thickest portion of each side of breast almost to, but not through, outer edges. Flip cut pieces over to enlarge breast. Place heavy-duty plastic wrap over turkey, and pound breast to flatten to 1/2" thickness, using a meat mallet or rolling pin.
Spread blue cheese mixture evenly over turkey breast to within 1" of edges; roll up turkey breast, jellyroll fashion, starting with short side. Tie securely at 1 1/2" intervals with heavy string. Place turkey roll, seam side down, in a lightly greased shallow roasting pan.
Combine 1/2 teaspoon pepper, remaining 1/2 teaspoon sage, butter, and 1/4 teaspoon salt in a small bowl. Rub evenly over turkey breast.
Toss shallots in olive oil. Arrange around turkey in pan.
Bake, uncovered, at 350° for 30 minutes. Baste turkey with 1/2 cup cider (pouring remaining amount from basting into pan). Bake 35 to 40 more minutes or until a thermometer registers 170°. Remove turkey, and cover with aluminum foil; let stand 10 minutes. Remove shallots, and set aside.
Add remaining cider to roasting pan, stirring to loosen any browned bits from bottom of pan. Pour mixture into a small saucepan. Add remaining 1/2 teaspoon pepper, remaining 1/4 teaspoon salt, and chicken broth. Bring to a boil; reduce heat to medium, and simmer 5 minutes. Combine cornstarch and water; add to cider mixture. Return mixture to a boil, and cook, whisking constantly, 1 minute or until slightly thickened. Add shallots to sauce.
Remove string from turkey, and slice. Serve turkey with sauce.
*Single bottles of cider can often be purchased from a specialty beer and wine shop.