Decrease heat to low. Add the onion and cook just until they turn semi-translucent, approximately 3 minutes. Add the salt and apple and continue to cook for 1 minute. Add the Brussels sprouts, heavy cream, and mustard, and cook just until the Brussels sprouts are heated through, 1 to 2 minutes. Remove from the heat and stir in the bacon, blue cheese, and nutmeg. Serve immediately.