In an 8- to 10-inch nonstick frying pan over medium-high heat, boil shallots, thyme, and 1/2 cup water until pan is dry. Stir often until shallots are light brown, 8 to 10 minutes total.
Add cider, calvados, and prunes to pan; bring to a boil. Lift out prunes and set aside. Boil liquid down to 3/4 cup. Add milk and cereal and stir until boiling.
In a blender, puree sauce. Season to taste with salt and pepper.
In each of 4 shallow casseroles (5 by 8 in.), place a half breast; cover with sauce.
Bake in a 450° oven until meat is white in thickest part (cut to test), about 12 minutes. Add prunes.