In a small bowl, stir the sharp cheddar cheese and pimento together and set aside. Cook bacon in a large nonstick skillet until crisp. Drain bacon on paper towels. Pour all but 1 teaspoon of drippings from skillet and return skillet to the stove over medium-high heat. Butterfly brats lengthwise, without cutting all the way through. Place brats cut side down in skillet and press with a spatula to flatten while browning on both sides. Transfer brats to a plate and cover.
In the same skillet, add 3 tablespoons butter then add the onions. Cook until onions soften, stirring often. Reduce heat to medium-low and cook onions, stirring occasionally until caramelized. Season onions with salt and pepper, then transfer to a bowl.
Return skillet to medium-high heat, add remaining 1 tablespoon of butter and the sauerkraut. Stir until sauerkraut is very hot. Transfer sauerkraut to a bowl and cover.
Wipe skillet clean. Brush melted butter over uncut side of roll, bottom and top. Place bottoms butter-side down on a work surface and fill each with ¼ cup cheddar pimento mixture, a flattened brat, equal amounts of sauerkraut, onion, apple, bacon, and smoked cheddar cheese. Cover with top roll and gently compress.
Heat the clean skillet to hot, over medium heat. Place sandwiches in skillet and grill until bottoms are browned. Turn sandwiches, lightly press down and grill until cheese has melted and tops are golden