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On lightly floured work surface, gently roll out pastry into 12-inch square; prick all over with fork. Cut into 16 squares; arrange on parchment paper–lined rimmed baking sheets. Mix mustard with thyme; brush over tops of pastry, leaving 1/2-inch border. Arrange 3 apple slices in centre of each. (Make-ahead: Freeze until firm. Layer between waxed paper in airtight container; freeze for up to 2 weeks. Add 2 minutes to baking time.)
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Whisk egg with 1 tsp water; generously brush over pastry edges. Bake, 1 sheet at a time, in 400°F oven until pastry is crisp and golden, 15 to 17 minutes. Sprinkle with blue cheese.
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While tartlets are baking, in small saucepan, bring icewine, sugar, shallot and peppercorns to boil. Reduce heat to medium and simmer, stirring occasionally, until thickened and syrupy, about 6 minutes.
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Strain through fine-mesh sieve, pressing on solids with back of spoon; discard solids. Drizzle syrup over tartlets; sprinkle with tarragon.