Preheat oven to 350°F. Spray rimmed bakingsheet with nonstick spray. Scatter squash onsheet in single layer; sprinkle lightly withsalt and pepper. Roast squash until tender,stirring occasionally, about 55 minutes.
Transfer to large bowl; cool.
Melt butter in heavy large skillet overmedium heat.
Add onions, celery, andfennel. Sauté 8 minutes.
Add sausage. Sautéuntil vegetables are tender and sausage iscooked through, breaking up sausage withfork, about 10 minutes.
Add all herbs; sauté1 minute longer.
Add to bowl with squash.DO AHEAD: Can be made 1 day ahead.Cool, cover, and chill.
Preheat oven to 350°F. Divide breadbetween 2 rimmed baking sheets.
Bakeuntil bread is crusty but not hard, reversingsheets after 5 minutes, 10 to 12 minutestotal.
Transfer to very large bowl and cool.
Butter 13x9x2-inch baking dish.vegetable mixture into bread.
Whisksalt, and pepper in small bowl to blendwhisk in 1 cup broth.
Add egg mixturestuffing, tossing to combine evenly andadding more broth by 1/4 cupfuls if dry.
Transfer stuffing to prepared dish.
Bake stuffing uncovered until cookedthrough and brown and crusty on top,60 minutes.