In a large bowl stir together apples, seasoned salt, nutmeg and cinnamon. Add the ground chicken and combine it all with your hands. Lastly add in the shredded cheese.
Form into patties (3 large or 4 medium size).
Brush oil on grill grates to avoid sticking.
Heat grill to medium/high heat (about 500 degrees).
Cook burgers on grill, about 10 minutes, flipping over once.
Serve each burger on a roll with sliced apple and BBQ sauce if desired.