Preheat the oven to 375 degrees.
Arrange the bacon in a single layer on a slotted broiler pan or a rack set in a baking sheet. Bake until crispy, 18 to 20 minutes.
Heat a large skillet over medium-high. Add the butter, let it melt, then add the apple, onion and chiles; season with salt and pepper. Cook, stirring occasionally, until the onions soften and the apples are lightly browned, 8 to 10 minutes. Add the brandy in the last minute or two of cooking; stir until evaporated. Remove from the heat.
Heat a large cast-iron skillet or a griddle pan over medium-high.
In a medium bowl, mix the beef, Worcestershire, sage and crushed red pepper; season. Form into 4 patties (thinner in the centers for even cooking). Drizzle with oil and cook until browned, 3 to 4 minutes. Turn over and cook 2 to 3 minutes more; add the cheese and tent with foil to allow the cheese to melt, 1 to 2 minutes longer.
Divide the apple mixture among the muffin bottoms, top each with 2 slices bacon and a cheeseburger. Slather the muffin tops with jam and set in place.