Prep the bread: Either cut the bread into cubes or tear it into pieces (about 1" or so). You can do this a few days ahead of time and spread it out on a baking sheet, put it somewhere out of the way, and let it dry out naturally, or I'll explain next how to bake it if you're doing this with day-old bread. For the oven method, preheat your oven to 250F and bake the bread for about an hour (toss once or twice). You want to dry it out vs. it becoming really crunchy and browned like croutons. Let the bread cool.
Add the bread to a large bowl.
Heat oven to 350F (position the rack in the middle).
Crumble the sausage into a large skillet and cook over medium-high heat until well browned (about 8 minutes). Add the sausage to the bowl with the bread in it, then drain the fat from the skillet (but leave the browned bits in for extra flavor).
To the skillet, add the butter (let it melt), then add in the onion, celery, and apple. Cook for 10-12 minutes or until it's nicely softened and just starting to brown.
Stir the herbs into the skillet mixture, then add it to the bowl with the sausage and bread.
Add the salt and pepper to the bowl. You will also be adding half the broth during this step (1 1/4 cups). Add the broth gradually and toss it once you pour in some broth so you don't end up soaking only one section of the bread (so it gets evenly moistened vs. soggy in one place). It can take a little while for the broth to soak in since the bread is quite dry. Don't let a puddle of broth collect at the bottom of the bowl... slow and steady is good.
To another bowl, add the egg and remaining 1 1/4 cups broth. Whisk together, then add it gradually it to the stuffing as you did in the previous step.
Transfer the stuffing to a greased 9x13 baking dish. Spread it out in an even layer.
Cover the baking dish with foil and bake for 45 minutes.
Take the foil off and bake for another 45 minutes or until the top is nicely browned.
Let the stuffing rest for 5 minutes or so prior to serving.