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Preheat oven to 350°. 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. Sauté 8 minutes. Add sausage. Sauté until vegetables are tender and sausage is cooked through, breaking up sausage with fork, about 10 minutes. Add all herbs; sauté 1 minute longer. Add to bowl with squash. DO AHEAD: Can be made 1 day ahead. Cool, cover, and chill.
Preheat oven to 350°. Divide bread between 2 rimmed baking sheets. Bake until bread is crusty but not hard, reversing sheets after 5 minutes, 10–12 minutes total. Transfer to very large bowl and cool.
Butter 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 ¼ cupfuls if dry. Transfer stuffing to prepared dish.
Bake stuffing uncovered until cooked through and brown and crusty on top, 50–60 minutes. Let stand 10 minutes.