Heat oven to 350 degrees F. Cut bread into 1/2-inch cubes. Spread in single layer onto 15 x 10 x 1-inch jelly-roll pan.
Bake in 350 degree F oven 15 minutes or until toasted and slightly golden. Remove from oven and set aside.
In large skillet, heat oil over medium-high heat. Reduce heat to medium. Add carrots, celery and onion; cook, stirring occasionally, about 7 minutes, until slightly softened. Add turkey sausage, apple, fennel seeds, poultry seasoning, salt and pepper; cook, breaking up sausage with wooden spoon, until no longer pink, about 5 minutes. Remove skillet from heat.
In large bowl, mix bread and sausage mixture. In small bowl, whisk broth and egg. Stir into bread mixture.
Transfer mixture to deep 3-quart baking dish coated with cooking spray. For drier stuffing: Transfer mixture to shallow 3-quart dish coated with cooking spray.
Bake the stuffing, uncovered, in 350 degree F oven 40 minutes or until an instant-read meat thermometer inserted in center of stuffing registers 160 degrees F. Serve warm. If making ahead, combine all ingredients and place in baking dish; cover and refrigerate up to 1 day. Bake before serving, allowing a little extra time. Makes 8 servings.