For the dipping sauce: Add the mustard, honey and mayonnaise to a medium bowl and whisk until combined. Set aside.
For the sandwiches: Heat a 12-inch nonstick skillet or griddle over medium-low heat. Coat one side of each bread slice with butter and place 2 pieces butter-side down in the skillet. Layer one piece of bread with 2 slices Cheddar and 3 slices apple. On the other piece of bread, spread 1 tablespoon pepper relish and add 2 slices Brie. Cover and let cook until the bread starts to brown and the cheese starts to melt, 2 to 3 minutes.
Flip the Cheddar piece of bread onto the Brie piece to create a sandwich, then cover again and let cook until the cheese is melting over the sides of the bread, another 2 to 3 minutes. Repeat the process until all the sandwiches are made. Serve with the dipping sauce and enjoy!