If using regular yogurt place the yogurt in a strainer lined with a paper towel. Put the strainer over a bowl and place in the refrigerator to drain and thicken for 30 minutes.
In a small bowl, combine the thickened or Greek-style yogurt, mayonnaise, lemon juice, mustard, salt and thyme until smooth. Fold in chicken, grapes, walnuts and apples. Season with pepper.
Place 1 lettuce leaf on a wrap. Spoon about 3/4 cup of the chicken filling onto wrap and roll wrap around filling.