Preheat oven 325° F. In a large skillet, cook sausage over medium-high heat, stirring frequently, until thoroughly cooked and no longer pink. In a large mixing bowl, combine beaten eggs with milk and vanilla; stir well. In small bowl, toss apples with sugar and cinnamon. Distribute half the bread evenly in a buttered 9- x 13- x 2-inch baking dish. Sprinkle with half the sausage, half the apples and half the cheese. Repeat layering using remaining bread, sausage, apples and cheese. Pour egg mixture evenly over the casserole. Bake uncovered for 55 to 60 minutes, or until eggs are set. Tent with foil if top begins to brown too quickly.
Note: Casserole may be assembled ahead and refrigerated up to 12 hours before baking.