In a large skillet over medium heat, warm oil. Add sausage and cook, stirring to break it up, until cooked through, about 7 minutes. Remove sausage to a plate.
Melt butter in same skillet. Add fennel, onion and celery; season with salt and pepper. Cover and cook, stirring occasionally, until vegetables are just tender, about 10 minutes. Stir in herbs and fennel seeds.
Transfer vegetable mixture to a large bowl. Add bread pieces and mix well. Season with salt and pepper, if desired. Stir in broth. Mist a 9-by-13-inch baking dish with cooking spray and spoon in stuffing.
Preheat oven to 350ºF. Cover baking dish with foil and bake for 30 minutes. Remove foil and bake until top is golden and crispy, about 20 minutes longer. Serve immediately.