Preheat oven to 350 degrees. Spray rimmed baking sheet with nonstick spray. Scatter squash on sheet in single layer; sprinkle lightly with salt and pepper. Roast squash until tender, stirring occasionally, about 55 minutes. Transfer to large bowl; cool.
Melt butter in heavy large skillet over medium heat. Add onions, celery, and fennel. Saute' 8 minutes. Add sausage. Saute' until vegetables are tender and sausage is cooked through, breaking up sausage with a fork, about 10 minutes. Add all herbs; saute' 1 minute longer. Add to bowl with squash.
Preheat oven to 350 degrees. divide bread between 2 rimmed baking sheets. Bake until bread is crusty but not hard., reversing sheets after 5 minutes., 10 to 12 minutes total. Transfer to very large bowl and cool.
Butter a 13x9x2 -inch baking dish. Stir vegetable mixture into bread. Whisk eggs, salt, and pepper in small bowl to blend well; whisk in 1 cup broth. Add egg mixture to stuffing, tossing to combine evenly and adding more broth by 1/4 cupfuls if dry. Transfer stuffing to prepared dish.
Bake stuffing uncovered until cooked through and brown and crusty brown top, 50 to 60 minutes. Let stand 10 minutes.
