Preheat a toaster oven to 375 degrees F (or a regular oven to 400 degrees F).
Spray a baking sheet with cooking spray and arrange apples on the sheet. Bake for 15-20 minutes, until apples are soft and golden brown with a caramelized crust on the bottom.
Preheat the panini grill to medium-high heat.
For each sandwich: Arrange slices of Brie and gorgonzola to cover a slice of cinnamon raisin bread. Top with roasted apple slices and pecans. Close the sandwich with another slice of bread. Grill for 3-4 minutes, until the cheese is melted and the bread is toasted. Serve immediately and enjoy!