Place bread on a baking sheet; bake at 325° for 25 minutes, stirring once. Place bread in a large bowl; increase oven temperature to 375°.
Melt 2 tablespoons butter in a large skillet over medium heat. Add mushrooms, onion, and celery; cover. Cook 5 minutes. Uncover; cook 17 minutes or until tender. Stir in herbs. Add mushroom mixture, salt, and pepper to bread.
Bring broth to a boil in a small saucepan; boil 15 minutes or until reduced to 1 1/2 cups. Cool to room temperature. Combine broth and egg in a medium bowl, stirring with a whisk. Add to bread mixture, tossing to coat. Spoon bread mixture into a 3-quart baking dish coated with cooking spray. Cover and bake at 375° for 15 minutes.
Melt 1 tablespoon butter. Uncover dressing; brush with butter. Bake, uncovered, 25 minutes or until top is lightly browned.