PREHEAT oven to 375°F. Combine brown sugar and cinnamon in medium bowl. Add apples and walnuts; toss until evenly coated. Set aside.
MIX cream cheese and Cheddar cheese in medium bowl. Add sour cream; stir until well blended. Spread into 9-inch pie plate; top with apple mixture.
BAKE 20 minutes or until heated through. Serve with WHEAT THINS.