Preheat oven to 400°F (200°C).
Combine diced apple, walnuts, wine, and cinnamon in a bowl for the filling.
Gently loosen the skin on each chicken thigh, being careful not to tear it, and stuff a spoonful of filling underneath.
Rub the chicken all over with olive oil and season with salt and pepper.
Arrange on a baking sheet, skin-side up.
Roast 35–40 minutes, until the skin is deeply golden and a thermometer reads 165°F (74°C).
Rest 5 minutes before serving.