Cook bacon in a large nonstick skillet over medium-high heat until crisp. Remove bacon from pan, and crumble. Add onion to drippings in pan, and saute 2 minutes or until lightly browned. Cool slightly.
Place chicken in a food processor; process until coarsely ground. Combine chicken, bacon, onion, sage, salt, and pepper. Divide chicken mixture into 4 equal portions, shaping each into a 1/2-inch-thick patty.
Place patties on a grill rack coated with cooking spray; grill 5 minutes on each side or until done. Place apple slices on grill rack coated with cooking spray; grill 1 minute on each side. Place rolls, cut sides down, on grill rack; grill 1 minute or until toasted. Place patties on bottom halves of rolls; top each serving with 2 apple slices and top half of roll.