Melt the butter in a medium skillet over medium heat. Stir in the maple syrup and lemon juice, then add the apples and toss. Cook, turning the apples occasionally, until soft and caramelized but still holding their shape, about 10 minutes.
Place a few slices of cheese on each slice of bread, and top with some of the apples and some of the pecans. Combine 2 slices to make a panini. Spread butter on the top of each sandwich and put into the panini press or pan butter-side down. Spread butter on the other side (facing up) and press until the cheese is melted and the bread is lightly golden brown (or cook in a pan, flipping once, until the cheese is melted and the bread is lightly golden brown).