Prepare a charcoal or gas grill for medium heat (350° to 450°; you can hold your hand 5 in. above cooking grate only 5 to 7 seconds). Rub apples with olive oil and 1 1/2 tbsp. chopped rosemary. Grill until softened and grill marks appear, about 4 minutes. Remove from grill and cut slices in half.
Grill baguette slices, turning once, until lightly toasted, about 1 minute. Spread each piece of baguette with goat cheese, then top with half an apple slice. Arrange on serving plate and sprinkle with remaining chopped rosemary.