Heat the oven to 350°F and dry the bread cubes on a large baking sheet for 10 minutes. Grease a 9-by-13-inch baking dish with 1 tablespoon butter.
Brown sausage in a large skillet over medium-high heat for 8 to 10 minutes, breaking it into small crumbles, until cooked through to 160°F. Transfer to a large bowl, leaving about 1 tablespoon rendered fat in the skillet.
Add the remaining butter, fennel, onion and celery to the skillet. Cook for 8 minutes until softened, then stir in sage, salt and pepper and add to the sausage with the bread.
Whisk broth and eggs together, pour over the bread mixture and fold gently. Let stand for 5 minutes, then spoon loosely into the baking dish.
Cover and bake for 25 minutes. Uncover and bake for 15 to 20 minutes until the top is browned and the center reaches 165°F; rest for 10 minutes.