Heat oven to 350°F; dry bread on large sheet 10 minutes. Grease 9-by-13-inch dish with 1 tablespoon butter.
Brown sausage in large skillet over medium-high 8 to 10 minutes, crumbling finely, to 160°F. Transfer to large bowl; leave about 1 tablespoon fat.
Add remaining butter, fennel, onion, and celery; soften 8 minutes. Add sage, salt, and pepper; combine with sausage and bread.
Whisk broth and eggs; pour over bread mixture and gently fold. Stand 5 minutes; spoon loosely into dish.
Cover; bake 25 minutes. Uncover; bake 15 to 20 minutes until top browned and center 165°F. Rest 10 minutes.