Preheat a pellet grill to 250°F. Use a mild wood pellet, such as applewood, for a gentle smoke flavor.
In a large bowl, combine the ground turkey, grated apple, breadcrumbs, egg, onion, thyme, salt, and pepper. Mix gently just until combined so the meatloaf stays tender.
Shape the mixture into a compact loaf and place it on a sheet of foil or a grill-safe tray. Leave space around the loaf for smoke to circulate.
In a small bowl, stir together the cranberry sauce, apple cider, and Dijon mustard. Spoon about half of the glaze over the top of the loaf, reserving the rest for later.
Place the loaf on the grill and smoke until the center reaches 160°F, checking with an instant-read thermometer. Brush the remaining glaze over the top during the final 15 minutes of cooking.
Remove the meatloaf from the grill and let it rest for 10 minutes. Slice gently so the tender loaf holds together.