Line square baking dish, 8x8x2 inches, with aluminum foil, leaving 1 inch of foil overhanging at 2 opposite sides of pan; grease foil. Mix cornmeal and cold water in 2-quart saucepan. Stir in boiling water and salt. Cook about 5 minutes, stirring constantly, until mixture boils and thickens; reduce heat to low. Stir in onion, sage and 1/2 cup of the cheese. Cook uncovered 5 minutes, stirring occasionally; remove from heat.
Spread cornmeal mixture (polenta) in baking dish. Cover and refrigerate at least 12 hours until firm.
Heat oven to 400º. Grease jelly roll pan, 15 1/2x10 1/2x1 inch. Remove polenta from baking dish, using foil edges to lift. Cut polenta into 6 rows by 6 rows to make 36 squares. Cut each square diagonally to make 2 triangles; place in jelly roll pan. Bake uncovered about 15 minutes or until golden brown.
Cut apple into thin slices. Cut slices into fourths. Dip apple pieces into lemon juice to keep them from discoloring. Top each triangle with 1 apple piece. Sprinkle remaining 1/2 cup cheese over apple pieces. Bake about 5 minutes or until cheese is
melted. Serve warm.